+280.4%
MRVL vs FSLR
+116.7%
+163.7%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.3% | -3.5% | -0.7% |
| 7D | +7.1% | +6.8% | +0.3% | +4.5% |
| 30D | +3.1% | -14.7% | +17.8% | +8.8% |
| 3M | -21.9% | -22.6% | +0.6% | -14.2% |
| 6M | +151.8% | +12.7% | +139.1% | +147.6% |
| YTD | +165.6% | -18.4% | +184.0% | +184.5% |
| 1Y | +242.3% | +4.9% | +237.3% | +237.8% |
| 3Y | +308.2% | +16.4% | +291.8% | +252.6% |
| 5Y | +280.4% | +123.5% | +156.9% | +99.7% |
| All | +280.4% | +116.7% | +163.7% | +99.7% |
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