+285.0%
MNST vs SEDG
+70.6%
+214.5%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.2% | -1.8% | -0.7% |
| 7D | -6.5% | +8.9% | -15.4% | -7.0% |
| 30D | -7.2% | +0.9% | -8.1% | -7.4% |
| 3M | -1.0% | -53.2% | +52.2% | +3.0% |
| 6M | +11.5% | -9.9% | +21.3% | +9.7% |
| YTD | +14.3% | +18.5% | -4.2% | +9.8% |
| 1Y | +38.1% | +0.1% | +38.0% | +32.9% |
| 3Y | +55.0% | -78.9% | +133.9% | +59.7% |
| 5Y | +79.6% | -88.0% | +167.7% | +88.6% |
| 10Y | +241.8% | +97.5% | +144.3% | +187.6% |
| All | +285.0% | +70.6% | +214.5% | +249.3% |
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