+19.9%
MDT vs ENPH
+8.1%
+11.8%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +3.7% | +2.4% | +6.2% |
| 7D | +10.7% | +26.3% | -15.5% | +11.5% |
| 30D | +19.3% | -5.7% | +25.0% | +19.0% |
| 3M | +22.8% | -24.5% | +47.2% | +21.8% |
| 6M | +36.4% | -3.0% | +39.4% | +34.4% |
| YTD | +12.1% | -1.6% | +13.6% | +10.8% |
| 1Y | +19.9% | +8.8% | +11.2% | +19.0% |
| All | +19.9% | +8.1% | +11.8% | +19.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling