-66.8%
ENPH vs MTB
+106.3%
-173.1%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.6% | -3.3% | -3.0% |
| 7D | -8.4% | +1.5% | -10.0% | -9.1% |
| 30D | -11.2% | +2.3% | -13.5% | -12.0% |
| 3M | -36.1% | -12.1% | -23.9% | -32.0% |
| 6M | -37.9% | +9.8% | -47.7% | -40.9% |
| YTD | -18.7% | +12.0% | -30.7% | -23.0% |
| 1Y | -9.8% | +22.0% | -31.9% | -17.7% |
| 3Y | -66.8% | +107.6% | -174.4% | -84.2% |
| All | -66.8% | +106.3% | -173.1% | -84.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling