+76.3%
MMM vs SEDG
+80.7%
-4.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.8% | +0.8% | -0.8% |
| 7D | -0.4% | -13.3% | +12.9% | +0.6% |
| 30D | +12.1% | -21.9% | +34.0% | +13.8% |
| 3M | +1.4% | -25.9% | +27.3% | +3.0% |
| 6M | +26.6% | -44.2% | +70.8% | +29.0% |
| YTD | +16.8% | -17.3% | +34.2% | +14.1% |
| 1Y | +10.1% | -34.5% | +44.6% | +9.3% |
| 3Y | +158.4% | -66.7% | +225.1% | +152.7% |
| 5Y | +43.1% | -93.4% | +136.5% | +58.0% |
| All | +76.3% | +80.7% | -4.3% | +45.7% |
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