+70.1%
SEDG vs MKC
+69.2%
+0.9%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.8% | -2.5% | -3.1% |
| 7D | +3.6% | -4.3% | +7.9% | +5.2% |
| 30D | +9.3% | -3.1% | +12.4% | +10.5% |
| 3M | -39.1% | +6.8% | -45.9% | -41.2% |
| 6M | +1.8% | -18.3% | +20.1% | +8.3% |
| YTD | +22.0% | -23.1% | +45.1% | +31.9% |
| 1Y | +17.2% | -23.7% | +40.9% | +26.6% |
| 3Y | -76.3% | -31.0% | -45.3% | -73.4% |
| 5Y | -87.2% | -33.5% | -53.7% | -85.9% |
| 10Y | +108.6% | +30.3% | +78.3% | +60.6% |
| All | +70.1% | +69.2% | +0.9% | -6.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling