+537.4%
MRK vs ENPH
+417.7%
+119.7%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +6.8% | -8.0% | -1.5% |
| 7D | -0.9% | +9.3% | -10.2% | -1.2% |
| 30D | +15.5% | -7.3% | +22.7% | +15.7% |
| 3M | +25.1% | -31.7% | +56.8% | +26.5% |
| 6M | +30.1% | -3.5% | +33.6% | +29.4% |
| YTD | +43.1% | +21.2% | +22.0% | +40.8% |
| 1Y | +82.5% | +0.1% | +82.4% | +80.3% |
| 3Y | +49.3% | -67.7% | +117.0% | +51.0% |
| 5Y | +130.3% | -76.2% | +206.5% | +131.9% |
| 10Y | +234.3% | +2,057.2% | -1,822.9% | +177.2% |
| All | +537.4% | +417.7% | +119.7% | +424.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling