-16.1%
MCD vs ENPH
-1.9%
-14.2%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +6.8% | -6.7% | +0.1% |
| 7D | -2.0% | +9.3% | -11.3% | -2.0% |
| 30D | -6.1% | -7.3% | +1.1% | -6.2% |
| 3M | -7.3% | -31.7% | +24.5% | -7.0% |
| 6M | -20.9% | -3.5% | -17.5% | -21.6% |
| YTD | -14.7% | +21.2% | -35.8% | -16.7% |
| 1Y | -16.1% | +0.1% | -16.2% | -18.6% |
| All | -16.1% | -1.9% | -14.2% | -18.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling