+67.3%
MNST vs SEDG
-65.9%
+133.2%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.8% | +3.8% | +2.0% |
| 7D | +1.6% | -13.3% | +14.9% | +1.9% |
| 30D | +5.1% | -21.9% | +26.9% | +5.6% |
| 3M | -0.5% | -25.9% | +25.4% | 0.0% |
| 6M | +8.1% | -44.2% | +52.4% | +8.7% |
| YTD | +21.2% | -17.3% | +38.5% | +19.9% |
| 1Y | +30.7% | -34.5% | +65.2% | +30.1% |
| 3Y | +67.3% | -66.7% | +134.0% | +62.6% |
| All | +67.3% | -65.9% | +133.2% | +62.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling