+833.2%
MOD vs ENPH
-89.4%
+922.5%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.4% | +4.8% | +0.5% |
| 7D | +16.1% | -7.6% | +23.7% | +17.8% |
| 30D | -38.5% | -16.4% | -22.1% | -36.9% |
| 3M | -46.8% | -34.3% | -12.5% | -42.9% |
| 6M | -61.6% | -28.5% | -33.0% | -59.7% |
| YTD | -20.5% | -16.4% | -4.1% | -20.4% |
| 1Y | -28.0% | -12.8% | -15.2% | -28.4% |
| 3Y | +134.9% | -65.7% | +200.6% | +152.3% |
| 5Y | +833.2% | -89.4% | +922.5% | +1,106.3% |
| All | +833.2% | -89.4% | +922.5% | +1,106.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling