+45.5%
ENTG vs MCO
+40.3%
+5.2%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.5% | -2.4% | -3.3% |
| 7D | +5.1% | -7.3% | +12.5% | +8.4% |
| 30D | -8.5% | -1.7% | -6.8% | -8.3% |
| 3M | +6.7% | +3.9% | +2.8% | +2.1% |
| 6M | +17.7% | +3.8% | +13.9% | +12.0% |
| YTD | +63.5% | -7.9% | +71.4% | +67.9% |
| 1Y | +73.6% | -6.8% | +80.4% | +75.1% |
| All | +45.5% | +40.3% | +5.2% | +16.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling