-74.1%
MARA vs SEDG
+106.4%
-180.5%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -5.6% | +10.4% | +6.7% |
| 7D | +5.9% | +1.4% | +4.5% | +5.1% |
| 30D | +24.3% | +8.3% | +16.0% | +19.8% |
| 3M | -12.0% | -40.7% | +28.7% | +0.7% |
| 6M | +40.1% | -3.9% | +44.0% | +27.2% |
| YTD | +33.4% | +20.2% | +13.2% | +10.0% |
| 1Y | -23.7% | +17.6% | -41.3% | -38.3% |
| 3Y | +19.0% | -76.6% | +95.6% | +40.9% |
| 5Y | -66.5% | -87.1% | +20.6% | -47.4% |
| All | -74.1% | +106.4% | -180.5% | -81.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling