+5.0%
MDLZ vs SEDG
-65.3%
+70.3%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -8.9% | +8.7% | -0.2% |
| 7D | -0.4% | -7.3% | +6.9% | -0.4% |
| 30D | +8.2% | -25.3% | +33.6% | +8.3% |
| 3M | +8.0% | -24.1% | +32.1% | +8.0% |
| 6M | +9.7% | -39.9% | +49.6% | +9.1% |
| YTD | +26.9% | -15.8% | +42.7% | +24.6% |
| 1Y | +20.9% | -42.9% | +63.8% | +19.8% |
| All | +5.0% | -65.3% | +70.3% | +1.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling