+739.9%
MTZ vs ENPH
+2,033.5%
-1,293.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +6.8% | -3.0% | +2.9% |
| 7D | +3.6% | +9.3% | -5.7% | +2.3% |
| 30D | -9.6% | -7.3% | -2.4% | -8.8% |
| 3M | -31.9% | -31.7% | -0.2% | -28.6% |
| 6M | -13.8% | -3.5% | -10.3% | -14.5% |
| YTD | +13.3% | +21.2% | -7.9% | +7.2% |
| 1Y | +39.3% | +0.1% | +39.2% | +34.4% |
| 3Y | +168.3% | -67.7% | +236.0% | +187.0% |
| 5Y | +166.4% | -76.2% | +242.6% | +183.9% |
| 10Y | +739.9% | +2,057.2% | -1,317.3% | +536.3% |
| All | +739.9% | +2,033.5% | -1,293.6% | +536.3% |
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