+211.3%
MCD vs ENPH
+2,696.2%
-2,484.9%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.1% | -0.4% | +1.7% |
| 7D | +5.9% | +4.1% | +1.8% | +5.7% |
| 30D | +19.6% | -11.4% | +31.0% | +20.2% |
| 3M | +3.3% | -30.5% | +33.8% | +4.9% |
| 6M | +3.5% | -20.2% | +23.7% | +3.5% |
| YTD | -6.1% | -9.3% | +3.2% | -7.5% |
| 1Y | -3.7% | -3.8% | +0.1% | -5.5% |
| 3Y | +13.4% | -61.5% | +74.9% | +14.0% |
| 5Y | +25.2% | -87.9% | +113.0% | +31.6% |
| 10Y | +211.3% | +2,519.8% | -2,308.6% | +166.4% |
| All | +211.3% | +2,696.2% | -2,484.9% | +166.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ENPH.
Daily Out/Under-Performance
Portfolio return minus ENPH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ENPH 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 ENPH 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