+76.3%
MMM vs ENPH
+2,128.2%
-2,051.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.7% | +1.7% | -0.8% |
| 7D | -0.4% | -8.4% | +8.0% | +0.1% |
| 30D | +12.1% | -11.2% | +23.3% | +12.8% |
| 3M | +1.4% | -36.1% | +37.5% | +3.9% |
| 6M | +26.6% | -37.9% | +64.5% | +28.9% |
| YTD | +16.8% | -18.7% | +35.5% | +16.2% |
| 1Y | +10.1% | -9.8% | +19.9% | +8.9% |
| 3Y | +158.4% | -66.8% | +225.2% | +163.3% |
| 5Y | +43.1% | -89.6% | +132.7% | +52.6% |
| All | +76.3% | +2,128.2% | -2,051.9% | +56.3% |
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