+49.3%
MRK vs FSLR
+15.2%
+34.2%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +4.3% | -5.5% | -1.4% |
| 7D | -0.9% | +6.8% | -7.7% | -1.1% |
| 30D | +15.5% | -14.7% | +30.2% | +16.0% |
| 3M | +25.1% | -22.6% | +47.7% | +26.1% |
| 6M | +30.1% | +12.7% | +17.4% | +28.9% |
| YTD | +43.1% | -18.4% | +61.5% | +43.2% |
| 1Y | +82.5% | +4.9% | +77.5% | +80.7% |
| 3Y | +49.3% | +16.4% | +32.9% | +46.0% |
| All | +49.3% | +15.2% | +34.2% | +46.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling