+16.1%
ENTG vs MKC
-33.9%
+50.0%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.7% | -3.2% | -3.9% |
| 7D | +5.1% | -2.8% | +7.9% | +5.4% |
| 30D | -8.5% | -3.4% | -5.1% | -8.4% |
| 3M | +6.7% | +3.8% | +2.9% | +5.7% |
| 6M | +17.7% | -17.9% | +35.7% | +22.1% |
| YTD | +63.5% | -23.6% | +87.1% | +71.9% |
| 1Y | +73.6% | -23.1% | +96.7% | +81.9% |
| 3Y | +44.6% | -31.5% | +76.1% | +55.8% |
| 5Y | +16.1% | -33.1% | +49.2% | +28.9% |
| All | +16.1% | -33.9% | +50.0% | +28.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling