+395.2%
ENPH vs MKTX
+398.5%
-3.2%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -11.1% |
| 3M | -33.8% | +40.8% | -74.6% | -44.1% |
| 6M | -16.1% | -8.0% | -8.1% | -15.4% |
| YTD | +13.4% | -8.7% | +22.2% | +14.1% |
| 1Y | -2.6% | -11.8% | +9.2% | -0.9% |
| 3Y | -70.3% | -24.0% | -46.2% | -68.8% |
| 5Y | -77.0% | -60.3% | -16.7% | -68.1% |
| 10Y | +1,919.4% | +5.0% | +1,914.5% | +1,436.0% |
| All | +395.2% | +398.5% | -3.2% | +32.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling