+8.6%
MCD vs ENPH
-66.2%
+74.8%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.7% | +2.0% | -0.5% |
| 7D | -1.6% | -8.4% | +6.8% | -1.4% |
| 30D | +14.1% | -11.2% | +25.3% | +14.3% |
| 3M | +0.6% | -36.1% | +36.7% | +1.5% |
| 6M | 0.0% | -37.9% | +38.0% | +0.3% |
| YTD | -9.3% | -18.7% | +9.4% | -10.5% |
| 1Y | -9.3% | -9.8% | +0.5% | -10.9% |
| 3Y | +8.6% | -66.8% | +75.4% | +10.1% |
| All | +8.6% | -66.2% | +74.8% | +10.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling