+2,367.9%
ENPH vs M
-3.0%
+2,370.9%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +0.5% | -5.5% | -5.1% |
| 7D | -9.1% | +5.0% | -14.2% | -10.4% |
| 30D | -15.8% | +10.6% | -26.4% | -18.1% |
| 3M | -32.5% | +1.6% | -34.0% | -33.0% |
| 6M | -24.2% | +30.8% | -55.0% | -29.7% |
| YTD | -13.8% | +16.9% | -30.7% | -18.0% |
| 1Y | -15.8% | +26.3% | -42.1% | -21.6% |
| 3Y | -64.6% | +158.6% | -223.2% | -73.7% |
| 5Y | -88.1% | +2.1% | -90.1% | -89.4% |
| 10Y | +2,367.9% | -4.3% | +2,372.2% | +1,827.6% |
| All | +2,367.9% | -3.0% | +2,370.9% | +1,827.6% |
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