+2,489.3%
MPC vs ENPH
+279.6%
+2,209.7%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.7% | +0.5% | -1.1% |
| 7D | -16.2% | +11.0% | -27.2% | -17.1% |
| 30D | -15.7% | -15.0% | -0.7% | -14.8% |
| 3M | +24.9% | -28.2% | +53.1% | +28.1% |
| 6M | +52.7% | -20.5% | +73.1% | +52.8% |
| YTD | +131.9% | -11.2% | +143.0% | +126.5% |
| 1Y | +96.6% | -8.7% | +105.3% | +91.2% |
| 3Y | +163.8% | -63.6% | +227.4% | +168.9% |
| 5Y | +533.1% | -88.0% | +621.2% | +594.6% |
| 10Y | +1,118.6% | +2,333.3% | -1,214.7% | +698.0% |
| All | +2,489.3% | +279.6% | +2,209.7% | +1,631.7% |
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