-7.6%
MCO vs ENPH
-2.4%
-5.2%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.4% | +3.0% | +1.6% |
| 7D | -3.8% | -0.1% | -3.7% | -3.8% |
| 30D | -0.4% | -10.8% | +10.4% | -0.7% |
| 3M | +7.7% | -33.8% | +41.6% | +6.7% |
| 6M | +7.0% | -16.1% | +23.1% | +6.0% |
| YTD | -6.4% | +13.4% | -19.8% | -8.8% |
| 1Y | -7.6% | -2.6% | -5.0% | -7.4% |
| All | -7.6% | -2.4% | -5.2% | -7.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling