+12,770.5%
MU vs ENPH
+384.9%
+12,385.6%
-73.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +0.2% | +5.9% | +6.1% |
| 7D | +9.0% | -2.4% | +11.3% | +9.4% |
| 30D | +13.8% | -6.6% | +20.4% | +14.9% |
| 3M | +2.1% | -46.8% | +48.9% | +13.8% |
| 6M | +153.8% | -14.7% | +168.5% | +159.5% |
| YTD | +256.4% | +13.5% | +242.9% | +239.8% |
| 1Y | +719.8% | -0.4% | +720.2% | +695.7% |
| 3Y | +1,360.4% | -71.7% | +1,432.1% | +1,533.4% |
| 5Y | +1,312.4% | -79.1% | +1,391.5% | +1,468.1% |
| 10Y | +6,142.6% | +1,898.4% | +4,244.2% | +3,002.3% |
| All | +12,770.5% | +384.9% | +12,385.6% | +6,560.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ENPH.
Daily Out/Under-Performance
Portfolio return minus ENPH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ENPH 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 ENPH 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