+404.4%
MTZ vs ENPH
+2,188.9%
-1,784.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -5.4% | +3.2% | -1.4% |
| 7D | +16.5% | -7.6% | +24.0% | +17.7% |
| 30D | -10.2% | -16.4% | +6.2% | -8.4% |
| 3M | -34.2% | -34.3% | +0.2% | -30.7% |
| 6M | -56.0% | -28.5% | -27.4% | -54.6% |
| YTD | -14.8% | -16.4% | +1.6% | -15.9% |
| 1Y | -7.2% | -12.8% | +5.6% | -8.9% |
| 3Y | +275.8% | -65.7% | +341.4% | +298.4% |
| 5Y | +93.5% | -89.4% | +182.9% | +128.5% |
| All | +404.4% | +2,188.9% | -1,784.5% | +268.9% |
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