+171.7%
MPC vs SEDG
-75.9%
+247.6%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +6.5% | -4.2% | +1.9% |
| 7D | +3.9% | +12.1% | -8.3% | +3.1% |
| 30D | +33.8% | +14.7% | +19.1% | +32.4% |
| 3M | +49.9% | -43.0% | +92.9% | +54.0% |
| 6M | +80.9% | +9.0% | +71.9% | +76.2% |
| YTD | +147.4% | +26.3% | +121.2% | +137.8% |
| 1Y | +123.2% | +8.9% | +114.3% | +114.8% |
| 3Y | +171.7% | -75.5% | +247.2% | +150.7% |
| All | +171.7% | -75.9% | +247.6% | +150.7% |
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