+1,067.3%
MOD vs ENPH
+268.5%
+798.7%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -5.0% | +2.1% | -2.3% |
| 7D | -17.8% | -9.1% | -8.7% | -16.9% |
| 30D | -43.2% | -15.8% | -27.5% | -42.3% |
| 3M | -46.0% | -32.5% | -13.6% | -43.6% |
| 6M | -62.2% | -24.2% | -38.1% | -61.3% |
| YTD | -22.8% | -13.8% | -9.0% | -23.1% |
| 1Y | -35.5% | -15.8% | -19.6% | -35.5% |
| 3Y | +128.2% | -64.6% | +192.8% | +140.8% |
| 5Y | +791.6% | -88.1% | +879.7% | +934.1% |
| 10Y | +886.3% | +2,367.9% | -1,481.5% | +505.8% |
| All | +1,067.3% | +268.5% | +798.7% | +665.7% |
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