-2.6%
ENPH vs MTB
+24.6%
-27.2%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.3% | -1.7% | -1.6% |
| 7D | -0.1% | 0.0% | -0.1% | -0.1% |
| 30D | -10.8% | -4.8% | -6.0% | -8.1% |
| 3M | -33.8% | +6.0% | -39.8% | -37.6% |
| 6M | -16.1% | +19.6% | -35.7% | -28.8% |
| YTD | +13.4% | +21.5% | -8.1% | -2.3% |
| 1Y | -2.6% | +24.7% | -27.3% | -27.2% |
| All | -2.6% | +24.6% | -27.2% | -27.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling