+1,919.4%
ENPH vs MTB
+173.8%
+1,745.6%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.3% | -1.7% | -1.5% |
| 7D | -0.1% | 0.0% | -0.1% | -0.1% |
| 30D | -10.8% | -4.8% | -6.0% | -9.3% |
| 3M | -33.8% | +6.0% | -39.8% | -35.4% |
| 6M | -16.1% | +19.6% | -35.7% | -21.6% |
| YTD | +13.4% | +21.5% | -8.1% | +5.6% |
| 1Y | -2.6% | +24.7% | -27.3% | -10.2% |
| 3Y | -70.3% | +108.6% | -178.8% | -77.5% |
| 5Y | -77.0% | +106.7% | -183.7% | -83.2% |
| All | +1,919.4% | +173.8% | +1,745.6% | +1,341.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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