+61.7%
ENTG vs M
+26.3%
+35.4%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.5% | -1.6% | -1.3% |
| 7D | -9.3% | +5.0% | -14.3% | -10.8% |
| 30D | -16.4% | +10.6% | -27.0% | -19.7% |
| 3M | -3.8% | +1.6% | -5.4% | -4.7% |
| 6M | -6.9% | +30.8% | -37.8% | -19.2% |
| YTD | +65.0% | +16.9% | +48.1% | +47.7% |
| 1Y | +61.7% | +26.3% | +35.4% | +39.7% |
| All | +61.7% | +26.3% | +35.4% | +39.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling