+285.3%
MTZ vs SEDG
-61.9%
+347.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +3.1% | +1.5% | +4.2% |
| 7D | +12.9% | -11.2% | +24.0% | +14.6% |
| 30D | -8.5% | -15.3% | +6.7% | -6.6% |
| 3M | -30.6% | -19.9% | -10.7% | -28.9% |
| 6M | -55.1% | -36.2% | -18.9% | -53.4% |
| YTD | -13.0% | -7.6% | -5.4% | -14.7% |
| 1Y | -4.3% | -40.3% | +36.1% | -1.7% |
| All | +285.3% | -61.9% | +347.2% | +345.2% |
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