+1,237.3%
ENTG vs MCO
+5,644.6%
-4,407.3%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.4% | +2.8% | +2.3% |
| 7D | +8.9% | -3.1% | +12.1% | +10.9% |
| 30D | -0.8% | -0.5% | -0.3% | -1.1% |
| 3M | +6.6% | +5.7% | +0.9% | 0.0% |
| 6M | +22.1% | +3.0% | +19.1% | +15.6% |
| YTD | +70.2% | -6.5% | +76.7% | +69.2% |
| 1Y | +76.7% | -5.8% | +82.5% | +73.5% |
| 3Y | +50.5% | +43.1% | +7.4% | +12.1% |
| 5Y | +21.8% | +29.5% | -7.7% | -1.3% |
| 10Y | +811.7% | +388.8% | +422.9% | +211.7% |
| All | +1,237.3% | +5,644.6% | -4,407.3% | -15.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling