+205.9%
MCD vs SEDG
+94.7%
+111.3%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +3.1% | -5.7% | -2.7% |
| 7D | -1.9% | -11.2% | +9.2% | -1.5% |
| 30D | +16.6% | -15.3% | +31.9% | +17.3% |
| 3M | +0.9% | -19.9% | +20.9% | +1.6% |
| 6M | +1.5% | -36.2% | +37.6% | +1.9% |
| YTD | -8.3% | -7.6% | -0.8% | -10.7% |
| 1Y | -8.1% | -40.3% | +32.2% | -8.4% |
| 3Y | +10.3% | -62.5% | +72.8% | +7.6% |
| 5Y | +23.4% | -92.6% | +116.0% | +32.6% |
| 10Y | +205.9% | +99.8% | +106.2% | +165.8% |
| All | +205.9% | +94.7% | +111.3% | +165.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SEDG.
Daily Out/Under-Performance
Portfolio return minus SEDG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SEDG 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 SEDG 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