+855.4%
MU vs FSLR
+32.4%
+823.0%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +2.7% | +2.4% | +4.2% |
| 7D | -22.0% | +15.3% | -37.3% | -25.8% |
| 30D | -36.6% | +11.7% | -48.2% | -39.0% |
| 3M | -21.7% | -17.6% | -4.1% | -17.4% |
| 6M | +3.5% | -7.7% | +11.3% | +6.9% |
| YTD | +141.9% | -23.0% | +164.9% | +159.1% |
| 1Y | +189.8% | -26.0% | +215.9% | +214.2% |
| 3Y | +855.4% | +36.9% | +818.5% | +751.2% |
| All | +855.4% | +32.4% | +823.0% | +751.2% |
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 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