+5.3%
MDLZ vs ENPH
-63.2%
+68.4%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.0% | +5.1% | +0.2% |
| 7D | +2.2% | -9.1% | +11.3% | +2.2% |
| 30D | +10.1% | -15.8% | +25.9% | +10.2% |
| 3M | +9.1% | -32.5% | +41.6% | +9.2% |
| 6M | +10.0% | -24.2% | +34.1% | +9.2% |
| YTD | +26.8% | -13.8% | +40.6% | +24.5% |
| 1Y | +22.5% | -15.8% | +38.3% | +20.2% |
| 3Y | +5.3% | -64.6% | +69.8% | +6.0% |
| All | +5.3% | -63.2% | +68.4% | +6.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling