+284.0%
MCD vs ENPH
+384.9%
-101.0%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.2% | -1.7% | -1.5% |
| 7D | -2.8% | -2.4% | -0.5% | -2.7% |
| 30D | -6.0% | -6.6% | +0.6% | -5.8% |
| 3M | -5.6% | -46.8% | +41.2% | -3.5% |
| 6M | -21.9% | -14.7% | -7.1% | -22.0% |
| YTD | -14.7% | +13.5% | -28.2% | -16.3% |
| 1Y | -17.3% | -0.4% | -16.9% | -18.5% |
| 3Y | -2.2% | -71.7% | +69.6% | -0.2% |
| 5Y | +20.3% | -79.1% | +99.4% | +22.2% |
| 10Y | +180.7% | +1,898.4% | -1,717.7% | +140.0% |
| All | +284.0% | +384.9% | -101.0% | +227.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling