-64.0%
ENPH vs MUB
+11.3%
-75.2%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.3% | +2.1% | +1.4% |
| 7D | -10.3% | +0.4% | -10.7% | -11.8% |
| 30D | -10.1% | +3.9% | -14.0% | -22.4% |
| 3M | -33.1% | -0.2% | -32.9% | -32.0% |
| 6M | -24.8% | -0.4% | -24.5% | -22.6% |
| YTD | -11.7% | +0.5% | -12.2% | -12.4% |
| 1Y | -8.2% | +0.7% | -8.9% | -9.4% |
| All | -64.0% | +11.3% | -75.2% | -81.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MUB.
Daily Out/Under-Performance
Portfolio return minus MUB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MUB 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 MUB 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