+178.9%
MPC vs SEDG
-61.6%
+240.5%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +5.0% | -6.2% | -1.5% |
| 7D | -16.2% | -8.5% | -7.7% | -15.7% |
| 30D | -15.7% | -17.0% | +1.3% | -14.9% |
| 3M | +24.9% | -15.8% | +40.7% | +25.8% |
| 6M | +52.7% | -32.3% | +84.9% | +53.7% |
| YTD | +131.9% | -4.6% | +136.5% | +126.0% |
| 1Y | +96.6% | -29.2% | +125.9% | +95.0% |
| All | +178.9% | -61.6% | +240.5% | +144.9% |
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