+224.4%
MRK vs SEDG
+106.4%
+118.0%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.6% | +5.1% | -0.4% |
| 7D | -4.3% | +1.4% | -5.7% | -4.3% |
| 30D | +8.3% | +8.3% | 0.0% | +8.0% |
| 3M | +20.0% | -40.7% | +60.7% | +21.3% |
| 6M | +25.7% | -3.9% | +29.6% | +24.4% |
| YTD | +38.7% | +20.2% | +18.5% | +35.9% |
| 1Y | +74.7% | +17.6% | +57.1% | +70.6% |
| 3Y | +45.4% | -76.6% | +122.0% | +46.2% |
| 5Y | +129.0% | -87.1% | +216.1% | +131.5% |
| All | +224.4% | +106.4% | +118.0% | +186.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling