-70.3%
ENPH vs MKTX
-25.3%
-45.0%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.1% | -1.3% | -1.4% |
| 7D | -0.1% | -0.2% | +0.2% | 0.0% |
| 30D | -10.8% | +0.7% | -11.6% | -11.0% |
| 3M | -33.8% | +40.8% | -74.6% | -38.2% |
| 6M | -16.1% | -8.0% | -8.1% | -13.6% |
| YTD | +13.4% | -8.7% | +22.2% | +16.4% |
| 1Y | -2.6% | -11.8% | +9.2% | +0.9% |
| 3Y | -70.3% | -24.0% | -46.2% | -67.9% |
| All | -70.3% | -25.3% | -45.0% | -67.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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