+72.4%
ENTG vs M
+31.9%
+40.4%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.6% | +4.3% | +2.9% |
| 7D | +8.9% | +2.4% | +6.6% | +7.7% |
| 30D | -7.2% | -11.6% | +4.4% | -1.8% |
| 3M | +6.4% | +1.6% | +4.8% | +3.7% |
| 6M | +25.7% | +25.2% | +0.5% | +9.5% |
| YTD | +67.9% | +3.8% | +64.1% | +58.6% |
| 1Y | +72.4% | +36.3% | +36.0% | +32.5% |
| All | +72.4% | +31.9% | +40.4% | +32.5% |
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