+255.2%
ENPH vs MUB
+37.5%
+217.7%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.4% | -2.3% | -2.0% |
| 7D | -8.4% | -1.3% | -7.2% | -6.1% |
| 30D | -11.2% | +2.2% | -13.4% | -14.5% |
| 3M | -36.1% | -1.6% | -34.5% | -34.0% |
| 6M | -37.9% | -1.3% | -36.7% | -36.0% |
| YTD | -18.7% | -0.7% | -18.0% | -17.2% |
| 1Y | -9.8% | -0.2% | -9.6% | -8.9% |
| 3Y | -66.8% | +9.6% | -76.4% | -70.8% |
| 5Y | -89.6% | +2.6% | -92.2% | -90.0% |
| 10Y | +2,186.8% | +21.5% | +2,165.4% | +2,139.6% |
| All | +255.2% | +37.5% | +217.7% | +268.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling