+400.3%
ENPH vs MDY
+345.9%
+54.4%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.1% | -4.4% | -3.8% |
| 7D | +3.4% | -0.8% | +4.1% | +4.6% |
| 30D | -10.3% | -3.9% | -6.4% | -4.5% |
| 3M | -31.4% | 0.0% | -31.3% | -30.4% |
| 6M | -10.1% | +8.5% | -18.7% | -18.7% |
| YTD | +14.6% | +13.2% | +1.4% | -2.0% |
| 1Y | -3.2% | +15.0% | -18.2% | -18.8% |
| 3Y | -69.5% | +49.6% | -119.0% | -82.7% |
| 5Y | -77.2% | +46.0% | -123.3% | -86.2% |
| 10Y | +1,940.0% | +176.4% | +1,763.6% | +339.8% |
| All | +400.3% | +345.9% | +54.4% | -61.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 MDY 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