-75.2%
SEDG vs MKC
-31.7%
-43.5%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.7% | +5.1% | +4.5% |
| 7D | +8.7% | -2.8% | +11.5% | +9.4% |
| 30D | +10.3% | -3.4% | +13.7% | +11.2% |
| 3M | -32.6% | +3.8% | -36.4% | -33.8% |
| 6M | -3.6% | -17.9% | +14.4% | +4.1% |
| YTD | +27.4% | -23.6% | +51.0% | +40.3% |
| 1Y | +24.9% | -23.1% | +48.0% | +36.1% |
| All | -75.2% | -31.7% | -43.5% | -71.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling