+1,919.4%
ENPH vs MKC
+29.9%
+1,889.6%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.4% | -1.8% | -1.5% |
| 7D | -0.1% | -1.5% | +1.4% | +0.4% |
| 30D | -10.8% | -3.1% | -7.7% | -10.1% |
| 3M | -33.8% | +5.2% | -39.0% | -35.4% |
| 6M | -16.1% | -12.8% | -3.3% | -13.3% |
| YTD | +13.4% | -23.3% | +36.7% | +21.9% |
| 1Y | -2.6% | -24.1% | +21.5% | +4.9% |
| 3Y | -70.3% | -32.1% | -38.1% | -66.9% |
| 5Y | -77.0% | -32.8% | -44.2% | -75.2% |
| All | +1,919.4% | +29.9% | +1,889.6% | +1,613.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 MKC 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