+2,367.9%
ENPH vs MLM
+149.0%
+2,218.9%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -0.5% | -4.4% | -4.6% |
| 7D | -9.1% | -2.9% | -6.3% | -7.4% |
| 30D | -15.8% | +10.4% | -26.2% | -20.5% |
| 3M | -32.5% | -3.7% | -28.7% | -31.0% |
| 6M | -24.2% | -10.3% | -13.9% | -20.1% |
| YTD | -13.8% | -14.8% | +1.0% | -6.5% |
| 1Y | -15.8% | -13.9% | -2.0% | -9.3% |
| 3Y | -64.6% | +18.4% | -82.9% | -69.7% |
| 5Y | -88.1% | +31.8% | -119.9% | -90.5% |
| 10Y | +2,367.9% | +143.4% | +2,224.4% | +1,166.5% |
| All | +2,367.9% | +149.0% | +2,218.9% | +1,166.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MLM.
Daily Out/Under-Performance
Portfolio return minus MLM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MLM 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 MLM 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