+782.1%
MNST vs ENPH
+287.7%
+494.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.1% | -2.3% | -0.3% |
| 7D | -5.0% | +4.1% | -9.1% | -5.2% |
| 30D | +4.6% | -11.4% | +16.0% | +5.0% |
| 3M | +1.0% | -30.5% | +31.6% | +2.5% |
| 6M | +5.8% | -20.2% | +26.0% | +5.8% |
| YTD | +19.1% | -9.3% | +28.3% | +17.6% |
| 1Y | +30.9% | -3.8% | +34.7% | +28.8% |
| 3Y | +65.7% | -61.5% | +127.2% | +66.6% |
| 5Y | +99.0% | -87.9% | +186.8% | +108.2% |
| 10Y | +313.1% | +2,519.8% | -2,206.8% | +250.0% |
| All | +782.1% | +287.7% | +494.3% | +643.5% |
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