+0.2%
ENTG vs MDY
+34.6%
-34.4%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.1% | -3.7% | -3.5% |
| 7D | +15.2% | +2.3% | +12.9% | +10.7% |
| 30D | -3.6% | +2.0% | -5.6% | -6.2% |
| 3M | -10.0% | -5.6% | -4.3% | +2.4% |
| 6M | +1.8% | +1.3% | +0.5% | +4.4% |
| YTD | +75.5% | +12.3% | +63.2% | +52.4% |
| 1Y | +82.4% | +15.8% | +66.6% | +50.6% |
| 3Y | +58.5% | +56.5% | +2.0% | -16.7% |
| All | +0.2% | +34.6% | -34.4% | -31.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 5y: compounded portfolio wealth divided by compounded MDY 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…
5y analysis · Full analysis span regression · 6 months rolling