+1,211.2%
MTZ vs ENPH
+384.9%
+826.2%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.2% | +1.9% | +2.1% |
| 7D | -1.6% | -2.4% | +0.8% | -1.3% |
| 30D | -11.1% | -6.6% | -4.5% | -10.3% |
| 3M | -36.7% | -46.8% | +10.1% | -31.6% |
| 6M | -21.9% | -14.7% | -7.2% | -21.4% |
| YTD | +9.1% | +13.5% | -4.4% | +4.2% |
| 1Y | +30.0% | -0.4% | +30.4% | +25.4% |
| 3Y | +138.5% | -71.7% | +210.2% | +158.7% |
| 5Y | +158.3% | -79.1% | +237.4% | +178.7% |
| 10Y | +700.8% | +1,898.4% | -1,197.6% | +357.4% |
| All | +1,211.2% | +384.9% | +826.2% | +649.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling