+1,103.4%
MTZ vs SEDG
+70.6%
+1,032.8%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.2% | +0.9% | +1.9% |
| 7D | -1.6% | +8.9% | -10.5% | -3.0% |
| 30D | -11.1% | +0.9% | -12.0% | -11.5% |
| 3M | -36.7% | -53.2% | +16.5% | -29.6% |
| 6M | -21.9% | -9.9% | -12.1% | -23.7% |
| YTD | +9.1% | +18.5% | -9.4% | +0.7% |
| 1Y | +30.0% | +0.1% | +29.8% | +21.1% |
| 3Y | +138.5% | -78.9% | +217.3% | +159.6% |
| 5Y | +158.3% | -88.0% | +246.4% | +195.3% |
| 10Y | +700.8% | +97.5% | +603.3% | +413.9% |
| All | +1,103.4% | +70.6% | +1,032.8% | +643.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling