-88.0%
MARA vs SEDG
+75.6%
-163.6%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.3% | +4.1% | +1.8% |
| 7D | +13.8% | +3.6% | +10.2% | +12.6% |
| 30D | +24.7% | +9.3% | +15.4% | +20.5% |
| 3M | -10.4% | -39.1% | +28.6% | +0.9% |
| 6M | +37.6% | +1.8% | +35.9% | +24.2% |
| YTD | +32.7% | +22.0% | +10.7% | +11.8% |
| 1Y | -25.2% | +17.2% | -42.4% | -37.6% |
| 3Y | +9.3% | -76.3% | +85.6% | +24.8% |
| 5Y | -69.3% | -87.2% | +17.9% | -55.1% |
| 10Y | -73.6% | +108.6% | -182.2% | -76.5% |
| All | -88.0% | +75.6% | -163.6% | -87.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling