-7.2%
MTZ vs ENPH
-14.0%
+6.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -53.1% |
| YTD | -14.8% | -16.4% | +1.6% | -14.6% |
| 1Y | -7.2% | -12.8% | +5.6% | -8.4% |
| All | -7.2% | -14.0% | +6.7% | -8.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling