+295.5%
MLM vs SEDG
+70.6%
+225.0%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.2% | 0.0% | +1.0% |
| 7D | -2.9% | +8.9% | -11.8% | -3.7% |
| 30D | -6.8% | +0.9% | -7.7% | -7.0% |
| 3M | -11.2% | -53.2% | +42.0% | -5.8% |
| 6M | -21.8% | -9.9% | -12.0% | -23.6% |
| YTD | -17.0% | +18.5% | -35.5% | -21.6% |
| 1Y | -16.4% | +0.1% | -16.5% | -20.9% |
| 3Y | +14.5% | -78.9% | +93.4% | +20.4% |
| 5Y | +41.7% | -88.0% | +129.8% | +55.0% |
| 10Y | +200.0% | +97.5% | +102.6% | +128.7% |
| All | +295.5% | +70.6% | +225.0% | +202.2% |
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 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