+1,166.2%
MPC vs SEDG
+84.0%
+1,082.2%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -8.9% | +11.4% | +3.5% |
| 7D | +9.4% | -7.3% | +16.7% | +10.2% |
| 30D | -13.4% | -25.3% | +11.9% | -10.8% |
| 3M | +18.9% | -24.1% | +43.0% | +21.7% |
| 6M | +64.9% | -39.9% | +104.8% | +69.0% |
| YTD | +156.8% | -15.8% | +172.6% | +147.9% |
| 1Y | +113.2% | -42.9% | +156.0% | +115.1% |
| 3Y | +201.8% | -65.9% | +267.7% | +191.1% |
| 5Y | +601.4% | -93.3% | +694.7% | +732.7% |
| All | +1,166.2% | +84.0% | +1,082.2% | +730.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling