+455.1%
MCHP vs ENPH
+417.7%
+37.4%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +6.8% | -7.8% | -2.1% |
| 7D | +2.8% | +9.3% | -6.5% | +1.4% |
| 30D | -12.8% | -7.3% | -5.6% | -11.9% |
| 3M | -19.2% | -31.7% | +12.5% | -14.6% |
| 6M | +14.5% | -3.5% | +18.0% | +13.7% |
| YTD | +17.1% | +21.2% | -4.0% | +10.9% |
| 1Y | +15.3% | +0.1% | +15.3% | +11.8% |
| 3Y | +0.5% | -67.7% | +68.2% | +9.1% |
| 5Y | +6.1% | -76.2% | +82.3% | +16.3% |
| 10Y | +192.2% | +2,057.2% | -1,865.0% | +106.3% |
| All | +455.1% | +417.7% | +37.4% | +303.6% |
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