+1,362.4%
MU vs FSLR
+11.2%
+1,351.3%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -1.4% | +7.5% | +6.6% |
| 7D | +9.0% | 0.0% | +9.0% | +8.9% |
| 30D | +13.8% | -13.7% | +27.5% | +18.9% |
| 3M | +2.1% | -35.1% | +37.2% | +17.3% |
| 6M | +153.8% | +3.6% | +150.2% | +156.0% |
| YTD | +256.4% | -21.7% | +278.1% | +282.3% |
| 1Y | +719.8% | +1.3% | +718.5% | +725.2% |
| All | +1,362.4% | +11.2% | +1,351.3% | +1,202.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling