+74.8%
MTZ vs ENPH
-88.2%
+163.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | -1.7% | +11.3% | +9.8% |
| 7D | -6.4% | +11.0% | -17.4% | -8.2% |
| 30D | -22.1% | -15.0% | -7.0% | -20.4% |
| 3M | -32.7% | -28.2% | -4.5% | -29.4% |
| 6M | -59.8% | -20.5% | -39.3% | -59.0% |
| YTD | -19.9% | -11.2% | -8.7% | -22.2% |
| 1Y | -11.5% | -8.7% | -2.8% | -14.5% |
| 3Y | +258.1% | -63.6% | +321.7% | +282.5% |
| All | +74.8% | -88.2% | +163.0% | +120.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling