-38.7%
ENPH vs MULL
+2,366.2%
-2,404.8%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -9.3% | +9.7% | +1.6% |
| 7D | +1.5% | +3.6% | -2.1% | +0.8% |
| 30D | -12.9% | +22.0% | -34.9% | -15.9% |
| 3M | -27.1% | -8.6% | -18.5% | -29.5% |
| 6M | -15.4% | +248.5% | -264.0% | -31.0% |
| YTD | +15.0% | +516.3% | -501.3% | -15.8% |
| 1Y | -0.7% | +2,036.6% | -2,037.3% | -39.7% |
| All | -38.7% | +2,366.2% | -2,404.8% | -66.2% |
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