+224.4%
MRK vs FSLR
+466.5%
-242.1%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.4% | -0.6% |
| 7D | -4.3% | +2.2% | -6.5% | -4.4% |
| 30D | +8.3% | -7.8% | +16.1% | +8.7% |
| 3M | +20.0% | -22.9% | +43.0% | +21.3% |
| 6M | +25.7% | +4.4% | +21.3% | +24.8% |
| YTD | +38.7% | -20.0% | +58.7% | +39.4% |
| 1Y | +74.7% | +2.8% | +71.9% | +73.0% |
| 3Y | +45.4% | +16.5% | +28.8% | +40.6% |
| 5Y | +129.0% | +110.3% | +18.8% | +111.6% |
| All | +224.4% | +466.5% | -242.1% | +163.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FSLR.
Daily Out/Under-Performance
Portfolio return minus FSLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FSLR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded FSLR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling