+1,940.0%
ENPH vs M
-7.1%
+1,947.1%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -4.2% | -1.2% | -4.3% |
| 7D | +3.4% | -4.1% | +7.4% | +4.5% |
| 30D | -10.3% | -13.6% | +3.4% | -6.7% |
| 3M | -31.4% | -2.3% | -29.1% | -31.0% |
| 6M | -10.1% | +21.9% | -32.0% | -14.6% |
| YTD | +14.6% | -0.6% | +15.2% | +14.3% |
| 1Y | -3.2% | +29.7% | -32.9% | -10.1% |
| 3Y | -69.5% | +107.3% | -176.7% | -75.8% |
| 5Y | -77.2% | +20.5% | -97.7% | -80.3% |
| 10Y | +1,940.0% | -6.1% | +1,946.1% | +1,499.7% |
| All | +1,940.0% | -7.1% | +1,947.1% | +1,499.7% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 10y: compounded portfolio wealth divided by compounded M 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…
10y analysis · Full analysis span regression · 6 months rolling