+395.5%
ENPH vs MTB
+310.3%
+85.2%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.2% |
| 7D | -2.4% | +1.7% | -4.1% | -3.1% |
| 30D | -6.6% | -4.2% | -2.4% | -4.8% |
| 3M | -46.8% | +8.9% | -55.7% | -49.1% |
| 6M | -14.7% | +10.9% | -25.6% | -19.1% |
| YTD | +13.5% | +21.5% | -8.0% | +3.5% |
| 1Y | -0.4% | +21.9% | -22.3% | -9.4% |
| 3Y | -71.7% | +109.2% | -181.0% | -80.4% |
| 5Y | -79.1% | +102.0% | -181.1% | -86.2% |
| 10Y | +1,898.4% | +171.9% | +1,726.4% | +706.5% |
| All | +395.5% | +310.3% | +85.2% | -1.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling