+400.1%
MTUM vs SEDG
+73.0%
+327.1%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -5.6% | +6.9% | +1.9% |
| 7D | +0.7% | +1.4% | -0.7% | +0.5% |
| 30D | -2.4% | +8.3% | -10.8% | -3.5% |
| 3M | -3.6% | -40.7% | +37.0% | +0.5% |
| 6M | +23.7% | -3.9% | +27.6% | +21.2% |
| YTD | +22.9% | +20.2% | +2.7% | +16.9% |
| 1Y | +21.8% | +17.6% | +4.2% | +14.7% |
| 3Y | +114.4% | -76.6% | +191.1% | +123.3% |
| 5Y | +79.6% | -87.1% | +166.6% | +93.6% |
| 10Y | +356.2% | +105.5% | +250.8% | +263.9% |
| All | +400.1% | +73.0% | +327.1% | +295.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling