+315.3%
MCD vs ENPH
+279.6%
+35.7%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.7% | +1.2% | -0.5% |
| 7D | +7.1% | +11.0% | -3.9% | +6.6% |
| 30D | +19.8% | -15.0% | +34.8% | +20.4% |
| 3M | +0.8% | -28.2% | +29.0% | +2.0% |
| 6M | -1.3% | -20.5% | +19.2% | -1.3% |
| YTD | -7.8% | -11.2% | +3.4% | -8.7% |
| 1Y | -5.0% | -8.7% | +3.7% | -6.1% |
| 3Y | +10.5% | -63.6% | +74.1% | +11.4% |
| 5Y | +22.0% | -88.0% | +110.0% | +26.8% |
| 10Y | +216.7% | +2,333.3% | -2,116.7% | +170.8% |
| All | +315.3% | +279.6% | +35.7% | +256.6% |
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 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