-8.2%
ENPH vs MLM
-14.6%
+6.3%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.8% | +3.2% | +2.8% |
| 7D | -10.3% | -5.8% | -4.5% | -7.1% |
| 30D | -10.1% | +9.8% | -20.0% | -14.3% |
| 3M | -33.1% | -5.2% | -27.9% | -31.0% |
| 6M | -24.8% | -10.3% | -14.6% | -21.3% |
| YTD | -11.7% | -15.5% | +3.8% | -5.4% |
| 1Y | -8.2% | -15.0% | +6.8% | -2.9% |
| All | -8.2% | -14.6% | +6.3% | -2.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling