+1,197.2%
ENTG vs M
+202.0%
+995.2%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +2.6% | +3.6% | +5.1% |
| 7D | +2.8% | +4.7% | -1.9% | +1.0% |
| 30D | -4.7% | -9.6% | +5.0% | -0.9% |
| 3M | -0.7% | +0.9% | -1.6% | -1.6% |
| 6M | +7.7% | +22.3% | -14.6% | -1.1% |
| YTD | +65.1% | +6.5% | +58.5% | +59.2% |
| 1Y | +74.8% | +38.8% | +36.0% | +51.4% |
| 3Y | +36.9% | +115.9% | -79.0% | -7.4% |
| 5Y | +16.1% | +28.6% | -12.5% | -11.3% |
| 10Y | +740.3% | -2.5% | +742.9% | +402.8% |
| All | +1,197.2% | +202.0% | +995.2% | +225.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling