+264.4%
MDLZ vs ENPH
+268.5%
-4.1%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.0% | +5.1% | +0.3% |
| 7D | +2.2% | -9.1% | +11.3% | +2.5% |
| 30D | +10.1% | -15.8% | +25.9% | +10.6% |
| 3M | +9.1% | -32.5% | +41.6% | +10.2% |
| 6M | +10.0% | -24.2% | +34.1% | +10.0% |
| YTD | +26.8% | -13.8% | +40.6% | +25.7% |
| 1Y | +22.5% | -15.8% | +38.3% | +21.4% |
| 3Y | +5.3% | -64.6% | +69.8% | +5.8% |
| 5Y | +21.4% | -88.1% | +109.5% | +25.0% |
| 10Y | +102.0% | +2,367.9% | -2,265.8% | +69.0% |
| All | +264.4% | +268.5% | -4.1% | +207.6% |
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