-55.4%
ENPH vs MULL
+1,303.2%
-1,358.6%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -3.3% | -2.1% | -5.0% |
| 7D | -7.6% | +43.3% | -50.8% | -11.9% |
| 30D | -16.4% | -37.4% | +21.1% | -13.4% |
| 3M | -34.3% | -36.8% | +2.5% | -33.0% |
| 6M | -28.5% | -36.9% | +8.3% | -30.2% |
| YTD | -16.4% | +250.7% | -267.1% | -36.3% |
| 1Y | -12.8% | +337.6% | -350.4% | -36.4% |
| All | -55.4% | +1,303.2% | -1,358.6% | -74.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling