+229.2%
MXL vs SEDG
-77.1%
+306.3%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -5.6% | +13.2% | +8.4% |
| 7D | +18.9% | +1.4% | +17.5% | +18.4% |
| 30D | +0.3% | +8.3% | -8.0% | -1.4% |
| 3M | -8.0% | -40.7% | +32.6% | -0.8% |
| 6M | +341.2% | -3.9% | +345.1% | +342.4% |
| YTD | +327.8% | +20.2% | +307.6% | +316.0% |
| 1Y | +364.9% | +17.6% | +347.3% | +351.8% |
| 3Y | +229.2% | -76.6% | +305.8% | +332.2% |
| All | +229.2% | -77.1% | +306.3% | +332.2% |
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