+768.2%
ENTG vs M
-6.4%
+774.5%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.6% | +4.3% | +2.4% |
| 7D | +8.9% | +2.4% | +6.6% | +8.3% |
| 30D | -7.2% | -11.6% | +4.4% | -4.3% |
| 3M | +6.4% | +1.6% | +4.8% | +5.6% |
| 6M | +25.7% | +25.2% | +0.5% | +18.1% |
| YTD | +67.9% | +3.8% | +64.1% | +65.2% |
| 1Y | +72.4% | +36.3% | +36.0% | +58.2% |
| 3Y | +48.4% | +116.3% | -67.9% | +17.8% |
| 5Y | +20.1% | +28.2% | -8.1% | +4.9% |
| 10Y | +768.2% | -3.4% | +771.5% | +609.1% |
| All | +768.2% | -6.4% | +774.5% | +609.1% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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