+294.7%
ENPH vs MLM
+599.2%
-304.5%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | -5.2% | -3.0% | -5.3% |
| 7D | +12.0% | -1.2% | +13.3% | +13.0% |
| 30D | -14.6% | +7.9% | -22.5% | -18.1% |
| 3M | -25.6% | -4.5% | -21.2% | -23.8% |
| 6M | -19.6% | -12.6% | -6.9% | -14.2% |
| YTD | -9.6% | -14.9% | +5.3% | -2.3% |
| 1Y | -10.0% | -13.1% | +3.0% | -3.8% |
| 3Y | -64.2% | +21.2% | -85.4% | -69.3% |
| 5Y | -87.8% | +32.0% | -119.8% | -90.1% |
| 10Y | +2,376.1% | +195.3% | +2,180.7% | +1,122.9% |
| All | +294.7% | +599.2% | -304.5% | -8.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling