+68.9%
MP vs SEDG
-87.2%
+156.1%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +6.5% | -5.0% | -0.1% |
| 7D | +3.0% | +12.1% | -9.1% | +0.1% |
| 30D | +8.3% | +14.7% | -6.4% | +4.4% |
| 3M | -3.8% | -43.0% | +39.2% | +7.4% |
| 6M | -4.9% | +9.0% | -14.0% | -13.0% |
| YTD | +9.6% | +26.3% | -16.7% | -4.3% |
| 1Y | -11.7% | +8.9% | -20.7% | -22.1% |
| 3Y | +158.5% | -75.5% | +234.0% | +230.4% |
| 5Y | +68.9% | -86.7% | +155.6% | +150.8% |
| All | +68.9% | -87.2% | +156.1% | +150.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling