+2,186.8%
ENPH vs MLM
+138.2%
+2,048.6%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.7% | -1.9% | -2.2% |
| 7D | -8.4% | -0.9% | -7.6% | -7.9% |
| 30D | -11.2% | +9.0% | -20.2% | -15.5% |
| 3M | -36.1% | -5.6% | -30.5% | -33.9% |
| 6M | -37.9% | -10.7% | -27.2% | -34.3% |
| YTD | -18.7% | -17.2% | -1.5% | -10.3% |
| 1Y | -9.8% | -14.2% | +4.4% | -2.6% |
| 3Y | -66.8% | +15.6% | -82.4% | -71.2% |
| 5Y | -89.6% | +26.2% | -115.9% | -91.6% |
| All | +2,186.8% | +138.2% | +2,048.6% | +1,091.9% |
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