+430.9%
MO vs ENPH
+417.7%
+13.2%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +6.8% | -7.8% | -1.2% |
| 7D | -2.0% | +9.3% | -11.3% | -2.2% |
| 30D | -0.3% | -7.3% | +7.0% | -0.1% |
| 3M | -2.9% | -31.7% | +28.8% | -2.3% |
| 6M | +5.8% | -3.5% | +9.3% | +5.4% |
| YTD | +22.0% | +21.2% | +0.9% | +20.7% |
| 1Y | +10.7% | +0.1% | +10.6% | +9.8% |
| 3Y | +94.4% | -67.7% | +162.1% | +95.7% |
| 5Y | +97.2% | -76.2% | +173.4% | +97.8% |
| 10Y | +103.0% | +2,057.2% | -1,954.3% | +79.6% |
| All | +430.9% | +417.7% | +13.2% | +361.7% |
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