+97.8%
MTZ vs SEDG
-92.6%
+190.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +3.1% | +1.5% | +4.1% |
| 7D | +12.9% | -11.2% | +24.0% | +15.0% |
| 30D | -8.5% | -15.3% | +6.7% | -6.2% |
| 3M | -30.6% | -19.9% | -10.7% | -28.6% |
| 6M | -55.1% | -36.2% | -18.9% | -53.2% |
| YTD | -13.0% | -7.6% | -5.4% | -16.1% |
| 1Y | -4.3% | -40.3% | +36.1% | -1.7% |
| 3Y | +284.0% | -62.5% | +346.6% | +296.6% |
| All | +97.8% | -92.6% | +190.3% | +193.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling