+243.8%
MET vs ENPH
+1,908.3%
-1,664.5%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.4% | +1.8% | +0.5% |
| 7D | -0.5% | -0.1% | -0.4% | -0.5% |
| 30D | +0.5% | -10.8% | +11.3% | +1.2% |
| 3M | +11.6% | -33.8% | +45.4% | +14.5% |
| 6M | +40.8% | -16.1% | +56.9% | +40.6% |
| YTD | +25.7% | +13.4% | +12.2% | +21.9% |
| 1Y | +24.4% | -2.6% | +27.0% | +21.6% |
| 3Y | +67.5% | -70.3% | +137.7% | +73.1% |
| 5Y | +85.8% | -77.0% | +162.8% | +90.3% |
| All | +243.8% | +1,908.3% | -1,664.5% | +194.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling