+475.1%
MULL vs SEDG
-5.0%
+480.1%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | -8.7% | -5.1% | -9.3% |
| 7D | -35.9% | +1.8% | -37.7% | -36.4% |
| 30D | -47.3% | -12.7% | -34.7% | -43.9% |
| 3M | -30.6% | -38.4% | +7.9% | -16.4% |
| 6M | +13.7% | -27.7% | +41.4% | +42.8% |
| YTD | +272.1% | +4.1% | +268.1% | +274.3% |
| 1Y | +475.1% | -5.7% | +480.7% | +499.7% |
| All | +475.1% | -5.0% | +480.1% | +499.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling