+1,219.2%
ENTG vs MDY
+911.5%
+307.7%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.7% | +2.4% | +2.7% |
| 7D | +8.9% | +1.0% | +7.9% | +7.2% |
| 30D | -7.2% | -3.1% | -4.1% | -2.2% |
| 3M | +6.4% | +1.8% | +4.6% | +6.0% |
| 6M | +25.7% | +10.8% | +14.9% | +11.8% |
| YTD | +67.9% | +14.4% | +53.4% | +43.9% |
| 1Y | +72.4% | +15.2% | +57.2% | +48.4% |
| 3Y | +48.4% | +51.2% | -2.8% | -9.4% |
| 5Y | +20.1% | +47.2% | -27.2% | -18.8% |
| 10Y | +768.2% | +171.1% | +597.0% | +125.1% |
| All | +1,219.2% | +911.5% | +307.7% | -42.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling