+1,224.2%
MRVL vs FSLR
+458.2%
+765.9%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -5.5% | +5.4% | +1.8% |
| 7D | -10.2% | -2.6% | -7.6% | -9.8% |
| 30D | -43.9% | +1.8% | -45.7% | -44.6% |
| 3M | -26.0% | -24.4% | -1.6% | -19.6% |
| 6M | -9.2% | -17.7% | +8.5% | -2.5% |
| YTD | +82.0% | -30.7% | +112.7% | +103.6% |
| 1Y | +65.9% | -33.6% | +99.5% | +87.8% |
| 3Y | +185.0% | +35.1% | +149.9% | +133.2% |
| 5Y | +121.5% | +63.1% | +58.4% | +56.1% |
| 10Y | +1,224.2% | +466.4% | +757.7% | +569.5% |
| All | +1,224.2% | +458.2% | +765.9% | +569.5% |
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