+380.3%
MCO vs ENPH
+1,908.3%
-1,528.0%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.4% | +3.0% | +1.8% |
| 7D | -3.8% | -0.1% | -3.7% | -3.8% |
| 30D | -0.4% | -10.8% | +10.4% | +0.6% |
| 3M | +7.7% | -33.8% | +41.6% | +11.4% |
| 6M | +7.0% | -16.1% | +23.1% | +6.5% |
| YTD | -6.4% | +13.4% | -19.8% | -10.9% |
| 1Y | -7.6% | -2.6% | -5.0% | -11.1% |
| 3Y | +43.2% | -70.3% | +113.5% | +49.3% |
| 5Y | +29.6% | -77.0% | +106.6% | +34.7% |
| All | +380.3% | +1,908.3% | -1,528.0% | +265.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling