+1,200.0%
MCO vs ENPH
+391.5%
+808.5%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.4% | -1.9% | -1.6% |
| 7D | -7.3% | +1.5% | -8.8% | -7.5% |
| 30D | -1.7% | -12.9% | +11.2% | -0.6% |
| 3M | +3.9% | -27.1% | +31.0% | +6.2% |
| 6M | +3.8% | -15.4% | +19.3% | +3.4% |
| YTD | -7.9% | +15.0% | -22.9% | -11.8% |
| 1Y | -6.8% | -0.7% | -6.1% | -10.0% |
| 3Y | +40.9% | -69.3% | +110.3% | +45.7% |
| 5Y | +27.5% | -76.7% | +104.2% | +31.7% |
| 10Y | +381.4% | +1,947.8% | -1,566.4% | +237.7% |
| All | +1,200.0% | +391.5% | +808.5% | +835.6% |
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