+127.0%
MP vs SEDG
-63.6%
+190.6%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +5.0% | -0.1% | +3.9% |
| 7D | -10.5% | -8.5% | -2.1% | -9.0% |
| 30D | -23.5% | -17.0% | -6.5% | -20.8% |
| 3M | -25.4% | -15.8% | -9.6% | -23.3% |
| 6M | -51.3% | -32.3% | -19.0% | -48.9% |
| YTD | -29.9% | -4.6% | -25.3% | -32.9% |
| 1Y | -31.8% | -29.2% | -2.6% | -31.1% |
| 3Y | +127.0% | -61.7% | +188.7% | +154.4% |
| All | +127.0% | -63.6% | +190.6% | +154.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling