+782.9%
ENTG vs MCO
+393.6%
+389.3%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.6% | +0.5% | +1.0% |
| 7D | +1.2% | -3.8% | +4.9% | +3.9% |
| 30D | -12.9% | -0.4% | -12.5% | -13.2% |
| 3M | -3.1% | +7.7% | -10.8% | -11.0% |
| 6M | +21.0% | +7.0% | +14.0% | +10.5% |
| YTD | +67.0% | -6.4% | +73.4% | +66.1% |
| 1Y | +68.6% | -7.6% | +76.3% | +67.9% |
| 3Y | +48.6% | +43.2% | +5.4% | +3.2% |
| 5Y | +18.6% | +29.6% | -10.9% | -11.2% |
| All | +782.9% | +393.6% | +389.3% | +162.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MCO.
Daily Out/Under-Performance
Portfolio return minus MCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCO 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 MCO 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