+349.5%
MTUM vs ENPH
+1,908.3%
-1,558.8%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.4% | +2.7% | +1.4% |
| 7D | +0.7% | -0.1% | +0.8% | +0.7% |
| 30D | -2.4% | -10.8% | +8.4% | -1.4% |
| 3M | -3.6% | -33.8% | +30.2% | 0.0% |
| 6M | +23.7% | -16.1% | +39.8% | +24.5% |
| YTD | +22.9% | +13.4% | +9.5% | +19.1% |
| 1Y | +21.8% | -2.6% | +24.4% | +19.2% |
| 3Y | +114.4% | -70.3% | +184.7% | +125.1% |
| 5Y | +79.6% | -77.0% | +156.6% | +87.2% |
| All | +349.5% | +1,908.3% | -1,558.8% | +265.6% |
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