+51.5%
ENTG vs MKC
-31.2%
+82.6%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.8% | +2.2% | +1.4% |
| 7D | +8.9% | -4.3% | +13.2% | +8.9% |
| 30D | -0.8% | -3.1% | +2.3% | -0.9% |
| 3M | +6.6% | +6.8% | -0.3% | +5.8% |
| 6M | +22.1% | -18.3% | +40.4% | +27.1% |
| YTD | +70.2% | -23.1% | +93.2% | +79.0% |
| 1Y | +76.7% | -23.7% | +100.4% | +86.3% |
| All | +51.5% | -31.2% | +82.6% | +77.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 MKC 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