+827.3%
MTZ vs SEDG
+19.0%
+808.4%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.8% | +0.6% | -1.0% |
| 7D | +5.0% | -13.3% | +18.3% | +7.5% |
| 30D | -6.0% | -21.9% | +15.8% | -2.2% |
| 3M | -36.1% | -25.9% | -10.2% | -33.3% |
| 6M | -56.9% | -44.2% | -12.6% | -54.0% |
| YTD | -15.9% | -17.3% | +1.4% | -17.9% |
| 1Y | -3.8% | -34.5% | +30.7% | -2.7% |
| 3Y | +272.3% | -66.7% | +339.0% | +268.9% |
| 5Y | +91.1% | -93.4% | +184.5% | +142.0% |
| 10Y | +426.0% | +78.7% | +347.3% | +242.9% |
| All | +827.3% | +19.0% | +808.4% | +505.6% |
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