+1,049.8%
MDB vs SEDG
+12.7%
+1,037.1%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.2% | -5.3% | -4.3% |
| 7D | -17.4% | +8.9% | -26.3% | -19.0% |
| 30D | -2.0% | +0.9% | -2.9% | -2.6% |
| 3M | -3.0% | -53.2% | +50.2% | +10.3% |
| 6M | +48.7% | -9.9% | +58.5% | +39.9% |
| YTD | -12.1% | +18.5% | -30.7% | -23.5% |
| 1Y | +14.5% | +0.1% | +14.4% | +0.2% |
| 3Y | -6.1% | -78.9% | +72.7% | +7.7% |
| 5Y | -27.3% | -88.0% | +60.7% | -1.7% |
| All | +1,049.8% | +12.7% | +1,037.1% | +894.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling