+96.9%
MRVL vs FSLR
+70.5%
+26.4%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +2.7% | +3.0% | +4.7% |
| 7D | -28.1% | +15.3% | -43.4% | -32.0% |
| 30D | -50.4% | +11.7% | -62.1% | -52.4% |
| 3M | -32.9% | -17.6% | -15.3% | -28.8% |
| 6M | -17.9% | -7.7% | -10.2% | -14.6% |
| YTD | +66.4% | -23.0% | +89.4% | +80.8% |
| 1Y | +51.5% | -26.0% | +77.6% | +66.4% |
| 3Y | +177.9% | +36.9% | +141.0% | +123.7% |
| All | +96.9% | +70.5% | +26.4% | +1.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling