+51.2%
MMM vs SEDG
+118.8%
-67.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +4.4% | -5.3% | -1.2% |
| 7D | -3.2% | +8.7% | -12.0% | -3.8% |
| 30D | -10.7% | +10.3% | -21.0% | -11.4% |
| 3M | +4.3% | -32.6% | +36.9% | +6.2% |
| 6M | +5.9% | -3.6% | +9.5% | +3.5% |
| YTD | +3.2% | +27.4% | -24.2% | -1.9% |
| 1Y | +8.0% | +24.9% | -16.9% | +1.8% |
| 3Y | +99.1% | -75.3% | +174.4% | +102.3% |
| 5Y | +25.7% | -86.3% | +112.1% | +31.0% |
| All | +51.2% | +118.8% | -67.6% | +21.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling