-87.3%
SEDG vs MKC
-33.0%
-54.3%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.4% | -6.1% | -5.7% |
| 7D | +1.4% | -1.5% | +2.9% | +1.7% |
| 30D | +8.3% | -3.1% | +11.4% | +9.0% |
| 3M | -40.7% | +5.2% | -45.8% | -41.7% |
| 6M | -3.9% | -12.8% | +8.9% | -0.7% |
| YTD | +20.2% | -23.3% | +43.5% | +28.7% |
| 1Y | +17.6% | -24.1% | +41.7% | +25.9% |
| 3Y | -76.6% | -32.1% | -44.5% | -74.4% |
| All | -87.3% | -33.0% | -54.3% | -85.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling