+1,279.2%
ENTG vs MDY
+892.9%
+386.3%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.1% | -3.7% | -3.6% |
| 7D | +15.2% | +2.3% | +12.9% | +11.7% |
| 30D | -3.6% | +2.0% | -5.6% | -5.6% |
| 3M | -10.0% | -5.6% | -4.3% | -0.1% |
| 6M | +1.8% | +1.3% | +0.5% | +4.0% |
| YTD | +75.5% | +12.3% | +63.2% | +56.7% |
| 1Y | +82.4% | +15.8% | +66.6% | +56.2% |
| 3Y | +58.5% | +56.5% | +2.0% | -6.8% |
| 5Y | +0.4% | +35.1% | -34.8% | -22.0% |
| 10Y | +759.6% | +167.4% | +592.2% | +130.3% |
| All | +1,279.2% | +892.9% | +386.3% | -37.3% |
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