+2,354.3%
ENPH vs MLM
+185.4%
+2,168.9%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.8% | +0.1% | -0.7% |
| 7D | +11.0% | -4.1% | +15.1% | +13.9% |
| 30D | -15.0% | +8.2% | -23.2% | -18.7% |
| 3M | -28.2% | -3.6% | -24.6% | -26.7% |
| 6M | -20.5% | -15.6% | -4.9% | -13.3% |
| YTD | -11.2% | -16.4% | +5.3% | -2.8% |
| 1Y | -8.7% | -14.3% | +5.7% | -1.4% |
| 3Y | -63.6% | +19.3% | -82.9% | -68.8% |
| 5Y | -88.0% | +29.6% | -117.6% | -90.3% |
| All | +2,354.3% | +185.4% | +2,168.9% | +1,295.7% |
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