+168.3%
MTZ vs SEDG
-75.9%
+244.2%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +6.5% | -2.7% | +2.9% |
| 7D | +3.6% | +12.1% | -8.6% | +2.0% |
| 30D | -9.6% | +14.7% | -24.3% | -11.5% |
| 3M | -31.9% | -43.0% | +11.1% | -27.7% |
| 6M | -13.8% | +9.0% | -22.8% | -17.0% |
| YTD | +13.3% | +26.3% | -13.0% | +6.0% |
| 1Y | +39.3% | +8.9% | +30.3% | +31.1% |
| 3Y | +168.3% | -75.5% | +243.9% | +283.0% |
| All | +168.3% | -75.9% | +244.2% | +283.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SEDG.
Daily Out/Under-Performance
Portfolio return minus SEDG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SEDG 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 3y: compounded portfolio wealth divided by compounded SEDG 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…
3y analysis · Full analysis span regression · 6 months rolling