+402.2%
ENPH vs MTCH
+227.3%
+174.8%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.6% | -0.1% |
| 7D | +1.5% | -1.4% | +3.0% | +2.1% |
| 30D | -12.9% | +13.6% | -26.5% | -18.4% |
| 3M | -27.1% | +22.4% | -49.5% | -34.5% |
| 6M | -15.4% | +37.2% | -52.6% | -28.8% |
| YTD | +15.0% | +31.8% | -16.8% | -1.0% |
| 1Y | -0.7% | +12.9% | -13.6% | -8.0% |
| 3Y | -69.3% | -1.1% | -68.2% | -71.0% |
| 5Y | -76.7% | -73.5% | -3.2% | -60.6% |
| 10Y | +1,947.8% | +200.7% | +1,747.1% | +794.3% |
| All | +402.2% | +227.3% | +174.8% | +80.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling