+771.0%
MRVL vs FSLR
+721.0%
+50.0%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +2.7% | +3.0% | +5.0% |
| 7D | -28.1% | +15.3% | -43.4% | -31.0% |
| 30D | -50.4% | +11.7% | -62.1% | -51.9% |
| 3M | -32.9% | -17.6% | -15.3% | -30.0% |
| 6M | -17.9% | -7.7% | -10.2% | -15.7% |
| YTD | +66.4% | -23.0% | +89.4% | +77.0% |
| 1Y | +51.5% | -26.0% | +77.6% | +62.6% |
| 3Y | +177.9% | +36.9% | +141.0% | +141.1% |
| 5Y | +100.0% | +72.9% | +27.1% | +58.0% |
| 10Y | +1,108.1% | +519.3% | +588.9% | +569.2% |
| All | +771.0% | +721.0% | +50.0% | +337.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling