+1,954.1%
MRVL vs FSLR
+431.1%
+1,523.0%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -4.8% | +9.0% | +5.9% |
| 7D | +13.8% | +0.2% | +13.6% | +13.5% |
| 30D | +12.7% | -15.1% | +27.8% | +18.7% |
| 3M | -11.9% | -22.5% | +10.6% | -3.5% |
| 6M | +153.8% | +4.0% | +149.9% | +154.8% |
| YTD | +177.0% | -22.3% | +199.2% | +200.4% |
| 1Y | +252.3% | 0.0% | +252.3% | +251.7% |
| 3Y | +325.5% | +10.9% | +314.7% | +274.9% |
| 5Y | +290.9% | +105.4% | +185.5% | +158.5% |
| 10Y | +1,954.1% | +447.0% | +1,507.1% | +904.4% |
| All | +1,954.1% | +431.1% | +1,523.0% | +904.4% |
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