-89.4%
ENPH vs MLM
+28.3%
-117.7%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.3% | -4.1% | -4.6% |
| 7D | -7.6% | -2.0% | -5.6% | -6.3% |
| 30D | -16.4% | +9.5% | -25.9% | -20.9% |
| 3M | -34.3% | -4.7% | -29.6% | -32.3% |
| 6M | -28.5% | -10.7% | -17.8% | -24.2% |
| YTD | -16.4% | -16.6% | +0.1% | -7.7% |
| 1Y | -12.8% | -15.4% | +2.6% | -4.5% |
| 3Y | -65.7% | +15.9% | -81.6% | -72.1% |
| 5Y | -89.4% | +27.1% | -116.5% | -92.2% |
| All | -89.4% | +28.3% | -117.7% | -92.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling