+273.8%
MCD vs SEDG
+21.1%
+252.7%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -8.9% | +8.5% | 0.0% |
| 7D | -1.6% | -7.3% | +5.7% | -1.3% |
| 30D | +16.0% | -25.3% | +41.4% | +17.3% |
| 3M | 0.0% | -24.1% | +24.1% | +0.8% |
| 6M | +0.9% | -39.9% | +40.9% | +1.6% |
| YTD | -8.7% | -15.8% | +7.1% | -10.6% |
| 1Y | -8.6% | -42.9% | +34.3% | -8.7% |
| 3Y | +9.9% | -65.9% | +75.7% | +7.5% |
| 5Y | +22.6% | -93.3% | +115.9% | +30.6% |
| 10Y | +204.6% | +81.9% | +122.7% | +161.5% |
| All | +273.8% | +21.1% | +252.7% | +223.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling