+265.3%
MDLZ vs ENPH
+277.3%
-12.1%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.4% | -2.1% | +0.2% |
| 7D | -1.0% | -10.3% | +9.3% | -0.7% |
| 30D | +7.9% | -10.1% | +18.1% | +8.2% |
| 3M | +8.9% | -33.1% | +42.0% | +10.0% |
| 6M | +10.5% | -24.8% | +35.3% | +10.6% |
| YTD | +27.1% | -11.7% | +38.8% | +25.9% |
| 1Y | +20.9% | -8.2% | +29.2% | +19.5% |
| 3Y | +5.5% | -63.7% | +69.2% | +6.0% |
| 5Y | +22.2% | -88.7% | +110.9% | +26.1% |
| 10Y | +106.1% | +2,382.5% | -2,276.3% | +72.4% |
| All | +265.3% | +277.3% | -12.1% | +208.1% |
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