+232.7%
MDLZ vs ENPH
+384.9%
-152.3%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.4% | -0.3% |
| 7D | -1.7% | -2.4% | +0.6% | -1.7% |
| 30D | -2.1% | -6.6% | +4.5% | -1.9% |
| 3M | +1.3% | -46.8% | +48.1% | +3.0% |
| 6M | +6.2% | -14.7% | +20.9% | +6.0% |
| YTD | +15.8% | +13.5% | +2.3% | +14.0% |
| 1Y | +4.1% | -0.4% | +4.5% | +2.8% |
| 3Y | -4.1% | -71.7% | +67.7% | -2.7% |
| 5Y | +13.4% | -79.1% | +92.4% | +14.5% |
| 10Y | +75.7% | +1,898.4% | -1,822.6% | +48.0% |
| All | +232.7% | +384.9% | -152.3% | +178.9% |
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