+78.8%
MMM vs ENPH
+2,435.8%
-2,357.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -5.0% | +5.3% | +0.7% |
| 7D | +7.0% | -9.1% | +16.1% | +7.6% |
| 30D | +18.4% | -15.8% | +34.1% | +19.4% |
| 3M | +4.5% | -32.5% | +36.9% | +6.7% |
| 6M | +33.4% | -24.2% | +57.6% | +34.2% |
| YTD | +20.0% | -13.8% | +33.7% | +18.9% |
| 1Y | +15.0% | -15.8% | +30.9% | +14.1% |
| 3Y | +165.0% | -64.6% | +229.5% | +168.9% |
| 5Y | +47.9% | -88.1% | +136.0% | +56.5% |
| All | +78.8% | +2,435.8% | -2,357.0% | +57.8% |
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