+224.4%
MRK vs ENPH
+1,908.3%
-1,683.9%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +0.8% | -0.5% |
| 7D | -4.3% | -0.1% | -4.2% | -4.3% |
| 30D | +8.3% | -10.8% | +19.1% | +8.6% |
| 3M | +20.0% | -33.8% | +53.9% | +21.3% |
| 6M | +25.7% | -16.1% | +41.8% | +25.6% |
| YTD | +38.7% | +13.4% | +25.3% | +36.9% |
| 1Y | +74.7% | -2.6% | +77.3% | +72.9% |
| 3Y | +45.4% | -70.3% | +115.6% | +47.0% |
| 5Y | +129.0% | -77.0% | +206.1% | +130.8% |
| All | +224.4% | +1,908.3% | -1,683.9% | +201.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling