-17.9%
MLM vs SEDG
+5.8%
-23.7%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +6.5% | -7.1% | -0.8% |
| 7D | +1.4% | +12.1% | -10.7% | +1.0% |
| 30D | -6.5% | +14.7% | -21.2% | -7.0% |
| 3M | -7.4% | -43.0% | +35.6% | -6.4% |
| 6M | -15.8% | +9.0% | -24.9% | -17.3% |
| YTD | -17.4% | +26.3% | -43.7% | -19.2% |
| 1Y | -17.9% | +8.9% | -26.8% | -18.7% |
| All | -17.9% | +5.8% | -23.7% | -18.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling