+79.1%
MTUM vs SEDG
-87.2%
+166.3%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -5.6% | +6.9% | +1.8% |
| 7D | +0.7% | +1.4% | -0.7% | +0.5% |
| 30D | -2.4% | +8.3% | -10.8% | -3.3% |
| 3M | -3.6% | -40.7% | +37.0% | -0.2% |
| 6M | +23.7% | -3.9% | +27.6% | +22.0% |
| YTD | +22.9% | +20.2% | +2.7% | +18.5% |
| 1Y | +21.8% | +17.6% | +4.2% | +16.6% |
| 3Y | +114.4% | -76.6% | +191.1% | +134.6% |
| All | +79.1% | -87.2% | +166.3% | +99.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling