+1,341.2%
MU vs SEDG
-75.9%
+1,417.1%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +6.5% | -8.1% | -2.8% |
| 7D | +7.2% | +12.1% | -5.0% | +4.9% |
| 30D | +14.0% | +14.7% | -0.7% | +10.7% |
| 3M | +5.4% | -43.0% | +48.4% | +14.6% |
| 6M | +170.3% | +9.0% | +161.2% | +164.2% |
| YTD | +250.7% | +26.3% | +224.4% | +232.3% |
| 1Y | +662.1% | +8.9% | +653.2% | +628.7% |
| 3Y | +1,341.2% | -75.5% | +1,416.7% | +1,250.7% |
| All | +1,341.2% | -75.9% | +1,417.1% | +1,250.7% |
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