+938.2%
MU vs SEDG
-93.5%
+1,031.7%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.8% | -0.7% | -2.2% |
| 7D | +12.8% | -13.3% | +26.1% | +16.0% |
| 30D | -14.9% | -21.9% | +7.0% | -10.6% |
| 3M | -18.0% | -25.9% | +7.8% | -13.8% |
| 6M | -3.1% | -44.2% | +41.1% | +6.6% |
| YTD | +172.9% | -17.3% | +190.2% | +174.9% |
| 1Y | +228.8% | -34.5% | +263.4% | +243.8% |
| 3Y | +950.8% | -66.7% | +1,017.5% | +974.2% |
| All | +938.2% | -93.5% | +1,031.7% | +1,399.6% |
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 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