+152.2%
MDLZ vs SEDG
+19.0%
+133.2%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.8% | +3.3% | +1.5% |
| 7D | +2.3% | -13.3% | +15.6% | +2.8% |
| 30D | +7.9% | -21.9% | +29.8% | +8.8% |
| 3M | +7.3% | -25.9% | +33.1% | +8.1% |
| 6M | +11.7% | -44.2% | +55.9% | +12.5% |
| YTD | +28.7% | -17.3% | +46.1% | +26.2% |
| 1Y | +22.8% | -34.5% | +57.3% | +21.6% |
| 3Y | +6.6% | -66.7% | +73.3% | +4.4% |
| 5Y | +23.2% | -93.4% | +116.6% | +30.3% |
| 10Y | +108.7% | +78.7% | +30.1% | +63.7% |
| All | +152.2% | +19.0% | +133.2% | +96.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling