-18.3%
MDT vs ENPH
-77.4%
+59.1%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.3% |
| 7D | -1.6% | +1.5% | -3.1% | -1.7% |
| 30D | +1.0% | -12.9% | +13.9% | +1.5% |
| 3M | +15.2% | -27.1% | +42.3% | +16.2% |
| 6M | +3.7% | -15.4% | +19.1% | +3.2% |
| YTD | -3.0% | +15.0% | -18.0% | -5.4% |
| 1Y | +2.5% | -0.7% | +3.2% | +0.4% |
| 3Y | +26.5% | -69.3% | +95.8% | +28.3% |
| 5Y | -18.3% | -76.7% | +58.4% | -16.7% |
| All | -18.3% | -77.4% | +59.1% | -16.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling