+1,097.4%
ENTG vs M
+205.0%
+892.4%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -4.6% | +7.2% | +4.4% |
| 7D | -17.1% | -4.3% | -12.8% | -15.9% |
| 30D | -23.0% | +1.3% | -24.3% | -24.0% |
| 3M | -10.2% | -7.4% | -2.9% | -8.6% |
| 6M | -17.8% | +18.3% | -36.1% | -24.6% |
| YTD | +52.4% | +7.6% | +44.8% | +44.7% |
| 1Y | +49.8% | +17.4% | +32.4% | +37.0% |
| 3Y | +42.1% | +108.4% | -66.2% | -3.3% |
| 5Y | -10.2% | -10.6% | +0.4% | -20.3% |
| 10Y | +756.0% | -3.2% | +759.2% | +410.7% |
| All | +1,097.4% | +205.0% | +892.4% | +195.7% |
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 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