+1,049.8%
MDB vs ENPH
+2,741.4%
-1,691.6%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.2% | -4.3% | -4.1% |
| 7D | -17.4% | -2.4% | -15.1% | -17.0% |
| 30D | -2.0% | -6.6% | +4.6% | -0.5% |
| 3M | -3.0% | -46.8% | +43.8% | +9.9% |
| 6M | +48.7% | -14.7% | +63.4% | +47.0% |
| YTD | -12.1% | +13.5% | -25.6% | -20.7% |
| 1Y | +14.5% | -0.4% | +14.9% | +5.3% |
| 3Y | -6.1% | -71.7% | +65.6% | +4.8% |
| 5Y | -27.3% | -79.1% | +51.8% | -14.3% |
| All | +1,049.8% | +2,741.4% | -1,691.6% | +623.1% |
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