+249.4%
MMM vs ENPH
+384.9%
-135.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | 0.0% | +0.1% |
| 7D | -3.3% | -2.4% | -1.0% | -3.2% |
| 30D | -7.0% | -6.6% | -0.4% | -6.7% |
| 3M | +10.8% | -46.8% | +57.6% | +14.2% |
| 6M | +5.8% | -14.7% | +20.5% | +5.7% |
| YTD | +6.8% | +13.5% | -6.7% | +4.7% |
| 1Y | +10.4% | -0.4% | +10.8% | +8.7% |
| 3Y | +104.7% | -71.7% | +176.4% | +110.0% |
| 5Y | +23.6% | -79.1% | +102.6% | +26.5% |
| 10Y | +54.1% | +1,898.4% | -1,844.2% | +23.0% |
| All | +249.4% | +384.9% | -135.5% | +182.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling