+492.6%
MTZ vs ENPH
+2,696.2%
-2,203.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +2.1% | +6.4% | +8.3% |
| 7D | -2.4% | +4.1% | -6.6% | -3.1% |
| 30D | -11.1% | -11.4% | +0.3% | -10.1% |
| 3M | -30.6% | -30.5% | -0.1% | -27.5% |
| 6M | -54.4% | -20.2% | -34.1% | -53.6% |
| YTD | -13.0% | -9.3% | -3.8% | -15.0% |
| 1Y | -5.7% | -3.8% | -1.9% | -8.7% |
| 3Y | +297.2% | -61.5% | +358.7% | +314.6% |
| 5Y | +95.9% | -87.9% | +183.7% | +127.4% |
| 10Y | +492.6% | +2,519.8% | -2,027.2% | +334.0% |
| All | +492.6% | +2,696.2% | -2,203.5% | +334.0% |
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