-25.1%
MARA vs SEDG
+3.4%
-28.6%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.2% | -3.7% | -2.8% |
| 7D | +6.0% | +8.9% | -2.9% | +3.9% |
| 30D | +0.6% | +0.9% | -0.3% | 0.0% |
| 3M | -18.5% | -53.2% | +34.7% | -5.5% |
| 6M | +21.7% | -9.9% | +31.6% | +14.7% |
| YTD | +25.9% | +18.5% | +7.4% | +6.9% |
| 1Y | -25.1% | +0.1% | -25.3% | -29.2% |
| All | -25.1% | +3.4% | -28.6% | -29.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SEDG.
Daily Out/Under-Performance
Portfolio return minus SEDG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SEDG 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 SEDG 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