+148.5%
MDLZ vs SEDG
+21.1%
+127.4%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -8.9% | +8.7% | +0.1% |
| 7D | -0.4% | -7.3% | +6.9% | -0.1% |
| 30D | +8.2% | -25.3% | +33.6% | +9.2% |
| 3M | +8.0% | -24.1% | +32.1% | +8.8% |
| 6M | +9.7% | -39.9% | +49.6% | +10.1% |
| YTD | +26.9% | -15.8% | +42.7% | +24.2% |
| 1Y | +20.9% | -42.9% | +63.8% | +20.5% |
| 3Y | +5.3% | -65.9% | +71.2% | +3.0% |
| 5Y | +21.4% | -93.3% | +114.7% | +28.3% |
| 10Y | +105.7% | +81.9% | +23.7% | +61.2% |
| All | +148.5% | +21.1% | +127.4% | +93.0% |
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