+78.4%
MMM vs SEDG
+70.6%
+7.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.2% | -1.0% | +0.1% |
| 7D | -3.3% | +8.9% | -12.2% | -3.9% |
| 30D | -7.0% | +0.9% | -7.9% | -7.2% |
| 3M | +10.8% | -53.2% | +64.1% | +15.6% |
| 6M | +5.8% | -9.9% | +15.6% | +3.9% |
| YTD | +6.8% | +18.5% | -11.8% | +2.3% |
| 1Y | +10.4% | +0.1% | +10.3% | +6.0% |
| 3Y | +104.7% | -78.9% | +183.6% | +109.4% |
| 5Y | +23.6% | -88.0% | +111.6% | +29.1% |
| 10Y | +54.1% | +97.5% | -43.3% | +24.0% |
| All | +78.4% | +70.6% | +7.8% | +44.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling