-77.3%
ENPH vs MKTX
-60.5%
-16.8%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -40.8% |
| 6M | -16.1% | -8.0% | -8.1% | -14.3% |
| YTD | +13.4% | -8.7% | +22.2% | +15.6% |
| 1Y | -2.6% | -11.8% | +9.2% | +0.2% |
| 3Y | -70.3% | -24.0% | -46.2% | -68.5% |
| All | -77.3% | -60.5% | -16.8% | -72.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling