-78.4%
ENPH vs MLM
+41.9%
-120.4%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -1.0% | -0.5% |
| 7D | -2.4% | -2.9% | +0.5% | -0.7% |
| 30D | -6.6% | -6.8% | +0.2% | -2.6% |
| 3M | -46.8% | -11.2% | -35.6% | -43.5% |
| 6M | -14.7% | -21.8% | +7.1% | -2.1% |
| YTD | +13.5% | -17.0% | +30.5% | +25.3% |
| 1Y | -0.4% | -16.4% | +16.0% | +9.0% |
| 3Y | -71.7% | +14.5% | -86.2% | -76.5% |
| All | -78.4% | +41.9% | -120.4% | -84.5% |
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 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