+154.3%
MP vs SEDG
-77.6%
+231.9%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.2% | +0.2% | +1.2% |
| 7D | -2.9% | +8.9% | -11.7% | -4.5% |
| 30D | +13.8% | +0.9% | +12.9% | +13.3% |
| 3M | -16.7% | -53.2% | +36.5% | -5.4% |
| 6M | -11.5% | -9.9% | -1.6% | -13.6% |
| YTD | +7.9% | +18.5% | -10.6% | -0.8% |
| 1Y | -15.0% | +0.1% | -15.2% | -20.7% |
| All | +154.3% | -77.6% | +231.9% | +232.8% |
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