+59.8%
MDT vs SEDG
+75.6%
-15.9%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.3% | +2.8% | -0.4% |
| 7D | -0.3% | +3.6% | -3.9% | -0.5% |
| 30D | +2.8% | +9.3% | -6.5% | +2.2% |
| 3M | +13.1% | -39.1% | +52.2% | +15.3% |
| 6M | +2.3% | +1.8% | +0.5% | -0.1% |
| YTD | -2.7% | +22.0% | -24.7% | -6.7% |
| 1Y | +0.9% | +17.2% | -16.4% | -3.9% |
| 3Y | +26.8% | -76.3% | +103.2% | +29.4% |
| 5Y | -19.5% | -87.2% | +67.8% | -16.3% |
| 10Y | +40.6% | +108.6% | -68.0% | +10.5% |
| All | +59.8% | +75.6% | -15.9% | +24.0% |
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