+942.1%
MDB vs SEDG
-21.4%
+963.5%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.8% | +0.2% | -1.3% |
| 7D | +6.8% | -13.3% | +20.1% | +9.9% |
| 30D | -6.2% | -21.9% | +15.7% | -1.7% |
| 3M | -29.2% | -25.9% | -3.4% | -25.4% |
| 6M | +10.3% | -44.2% | +54.5% | +17.6% |
| YTD | -20.4% | -17.3% | -3.0% | -25.7% |
| 1Y | -4.8% | -34.5% | +29.7% | -6.7% |
| 3Y | -11.6% | -66.7% | +55.1% | -16.3% |
| 5Y | -41.0% | -93.4% | +52.4% | -8.9% |
| All | +942.1% | -21.4% | +963.5% | +865.6% |
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