+254.1%
MP vs ENPH
-39.1%
+293.2%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.7% | +6.7% | +5.5% |
| 7D | -10.5% | +11.0% | -21.5% | -13.7% |
| 30D | -23.5% | -15.0% | -8.5% | -20.6% |
| 3M | -25.4% | -28.2% | +2.8% | -18.6% |
| 6M | -51.3% | -20.5% | -30.8% | -49.4% |
| YTD | -29.9% | -11.2% | -18.7% | -32.7% |
| 1Y | -31.8% | -8.7% | -23.2% | -35.2% |
| 3Y | +127.0% | -63.6% | +190.6% | +155.0% |
| 5Y | -3.3% | -88.0% | +84.8% | +46.6% |
| All | +254.1% | -39.1% | +293.2% | +343.4% |
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