+13.3%
MCD vs SEDG
-63.2%
+76.5%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -6.5% | +6.8% | +0.3% |
| 7D | +7.3% | -21.4% | +28.6% | +7.5% |
| 30D | +20.0% | -19.7% | +39.7% | +20.2% |
| 3M | +3.8% | -19.7% | +23.5% | +4.0% |
| 6M | +3.8% | -37.4% | +41.1% | +3.5% |
| YTD | -5.9% | -10.4% | +4.5% | -7.4% |
| 1Y | -3.2% | -43.0% | +39.8% | -3.6% |
| 3Y | +13.3% | -63.6% | +76.9% | +10.9% |
| All | +13.3% | -63.2% | +76.5% | +10.9% |
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