+236.2%
MDT vs ENPH
+417.7%
-181.5%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +6.8% | -8.7% | -2.2% |
| 7D | +0.4% | +9.3% | -8.9% | -0.1% |
| 30D | +6.0% | -7.3% | +13.3% | +6.3% |
| 3M | +15.5% | -31.7% | +47.3% | +17.4% |
| 6M | +3.4% | -3.5% | +6.9% | +2.4% |
| YTD | -2.2% | +21.2% | -23.3% | -4.8% |
| 1Y | +2.6% | +0.1% | +2.5% | +0.6% |
| 3Y | +27.5% | -67.7% | +95.2% | +29.6% |
| 5Y | -20.1% | -76.2% | +56.2% | -19.2% |
| 10Y | +39.1% | +2,057.2% | -2,018.2% | +7.5% |
| All | +236.2% | +417.7% | -181.5% | +160.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling