+8.8%
ENPH vs MULL
+444.9%
-436.1%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -13.8% | +17.5% | +5.3% |
| 7D | +26.3% | -35.9% | +62.2% | +32.5% |
| 30D | -5.7% | -47.3% | +41.7% | +0.9% |
| 3M | -24.5% | -30.6% | +6.1% | -23.3% |
| 6M | -3.0% | +13.7% | -16.7% | -8.4% |
| YTD | -1.6% | +272.1% | -273.7% | -25.3% |
| 1Y | +8.8% | +475.1% | -466.3% | -28.3% |
| All | +8.8% | +444.9% | -436.1% | -28.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL 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 1y: compounded portfolio wealth divided by compounded MULL 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…
1y analysis · Full analysis span regression · 6 months rolling