+2,581.4%
MULL vs SEDG
+167.6%
+2,413.8%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -3.3% | +8.8% | +6.7% |
| 7D | +14.8% | +3.6% | +11.2% | +12.9% |
| 30D | +36.6% | +9.3% | +27.2% | +30.3% |
| 3M | -8.9% | -39.1% | +30.2% | +10.3% |
| 6M | +311.9% | +1.8% | +310.1% | +323.6% |
| YTD | +579.8% | +22.0% | +557.8% | +547.8% |
| 1Y | +2,421.5% | +17.2% | +2,404.3% | +2,309.8% |
| All | +2,581.4% | +167.6% | +2,413.8% | +1,469.8% |
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