-1.5%
MCD vs SEDG
-75.9%
+74.4%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +6.5% | -6.5% | 0.0% |
| 7D | -2.0% | +12.1% | -14.2% | -2.1% |
| 30D | -6.1% | +14.7% | -20.8% | -6.3% |
| 3M | -7.3% | -43.0% | +35.8% | -6.7% |
| 6M | -20.9% | +9.0% | -30.0% | -21.9% |
| YTD | -14.7% | +26.3% | -40.9% | -16.3% |
| 1Y | -16.1% | +8.9% | -25.1% | -17.7% |
| 3Y | -1.5% | -75.5% | +74.0% | -0.3% |
| All | -1.5% | -75.9% | +74.4% | -0.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling