+40.4%
MXL vs ENPH
-77.1%
+117.5%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -1.4% | +8.9% | +7.9% |
| 7D | +18.9% | -0.1% | +18.9% | +18.7% |
| 30D | +0.3% | -10.8% | +11.2% | +3.5% |
| 3M | -8.0% | -33.8% | +25.8% | +4.3% |
| 6M | +341.2% | -16.1% | +357.4% | +363.4% |
| YTD | +327.8% | +13.4% | +314.4% | +303.0% |
| 1Y | +364.9% | -2.6% | +367.5% | +354.8% |
| 3Y | +229.2% | -70.3% | +299.5% | +305.1% |
| All | +40.4% | -77.1% | +117.5% | +71.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling