+198.0%
MPWR vs SEDG
-61.9%
+259.9%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | +3.1% | +5.8% | +8.4% |
| 7D | +17.3% | -11.2% | +28.4% | +19.7% |
| 30D | +12.1% | -15.3% | +27.4% | +15.1% |
| 3M | +5.6% | -19.9% | +25.6% | +8.9% |
| 6M | -10.7% | -36.2% | +25.5% | -6.5% |
| YTD | +64.0% | -7.6% | +71.5% | +59.3% |
| 1Y | +55.9% | -40.3% | +96.3% | +61.2% |
| All | +198.0% | -61.9% | +259.9% | +205.4% |
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