+1,065.8%
MDB vs SEDG
+21.1%
+1,044.7%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +4.4% | -0.1% | +3.4% |
| 7D | -2.8% | +8.7% | -11.5% | -4.5% |
| 30D | -14.9% | +10.3% | -25.2% | -17.0% |
| 3M | +7.3% | -32.6% | +40.0% | +13.1% |
| 6M | +38.2% | -3.6% | +41.8% | +28.6% |
| YTD | -10.9% | +27.4% | -38.3% | -23.7% |
| 1Y | +11.6% | +24.9% | -13.3% | -7.0% |
| 3Y | -0.9% | -75.3% | +74.4% | +8.6% |
| 5Y | -23.5% | -86.3% | +62.8% | +0.2% |
| All | +1,065.8% | +21.1% | +1,044.7% | +892.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SEDG.
Daily Out/Under-Performance
Portfolio return minus SEDG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SEDG 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 SEDG 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