+1,919.4%
ENPH vs MTCH
+208.0%
+1,711.4%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.4% | -2.7% | -2.0% |
| 7D | -0.1% | +1.3% | -1.3% | -0.7% |
| 30D | -10.8% | +15.9% | -26.7% | -17.0% |
| 3M | -33.8% | +23.3% | -57.1% | -40.5% |
| 6M | -16.1% | +40.1% | -56.3% | -29.4% |
| YTD | +13.4% | +33.6% | -20.2% | -2.3% |
| 1Y | -2.6% | +14.1% | -16.7% | -9.8% |
| 3Y | -70.3% | +1.4% | -71.7% | -72.1% |
| 5Y | -77.0% | -73.1% | -3.9% | -62.7% |
| All | +1,919.4% | +208.0% | +1,711.4% | +1,168.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MTCH.
Daily Out/Under-Performance
Portfolio return minus MTCH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTCH 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 MTCH 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