+0.2%
ENTG vs MKC
-35.5%
+35.7%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +1.2% | -5.0% | -3.8% |
| 7D | +15.2% | -3.0% | +18.2% | +15.2% |
| 30D | -3.6% | +4.8% | -8.5% | -4.1% |
| 3M | -10.0% | -12.8% | +2.9% | -9.1% |
| 6M | +1.8% | +5.0% | -3.2% | -0.3% |
| YTD | +75.5% | -29.1% | +104.6% | +85.5% |
| 1Y | +82.4% | -26.4% | +108.8% | +91.0% |
| 3Y | +58.5% | -21.6% | +80.1% | +62.9% |
| All | +0.2% | -35.5% | +35.7% | +20.1% |
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