+181.2%
MLM vs SEDG
+96.5%
+84.7%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +5.0% | -6.8% | -2.3% |
| 7D | -4.1% | -8.5% | +4.3% | -3.4% |
| 30D | +8.2% | -17.0% | +25.2% | +9.9% |
| 3M | -3.6% | -15.8% | +12.2% | -2.5% |
| 6M | -15.6% | -32.3% | +16.7% | -14.7% |
| YTD | -16.4% | -4.6% | -11.8% | -19.9% |
| 1Y | -14.3% | -29.2% | +14.9% | -15.6% |
| 3Y | +19.3% | -61.7% | +81.0% | +15.2% |
| 5Y | +29.6% | -92.0% | +121.6% | +51.0% |
| All | +181.2% | +96.5% | +84.7% | +129.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling