+46.1%
MRK vs ENPH
-69.9%
+116.0%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.4% | -2.3% | -1.9% |
| 7D | -5.0% | +1.5% | -6.5% | -5.1% |
| 30D | +11.0% | -12.9% | +23.8% | +11.4% |
| 3M | +22.4% | -27.1% | +49.5% | +23.5% |
| 6M | +25.4% | -15.4% | +40.8% | +25.1% |
| YTD | +39.5% | +15.0% | +24.5% | +36.5% |
| 1Y | +78.0% | -0.7% | +78.7% | +74.9% |
| All | +46.1% | -69.9% | +116.0% | +46.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling