+100.2%
SEDG vs MKC
+29.9%
+70.4%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.4% | -6.1% | -5.8% |
| 7D | +1.4% | -1.5% | +2.9% | +1.9% |
| 30D | +8.3% | -3.1% | +11.4% | +9.4% |
| 3M | -40.7% | +5.2% | -45.8% | -42.2% |
| 6M | -3.9% | -12.8% | +8.9% | -0.6% |
| YTD | +20.2% | -23.3% | +43.5% | +29.7% |
| 1Y | +17.6% | -24.1% | +41.7% | +27.0% |
| 3Y | -76.6% | -32.1% | -44.5% | -73.6% |
| 5Y | -87.1% | -32.8% | -54.3% | -85.9% |
| All | +100.2% | +29.9% | +70.4% | +67.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 10y: compounded portfolio wealth divided by compounded MKC 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…
10y analysis · Full analysis span regression · 6 months rolling