+782.9%
ENTG vs MKTX
+5.0%
+777.9%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.1% | +2.2% | +2.2% |
| 7D | +1.2% | -0.2% | +1.4% | +1.2% |
| 30D | -12.9% | +0.7% | -13.6% | -13.0% |
| 3M | -3.1% | +40.8% | -43.9% | -13.1% |
| 6M | +21.0% | -8.0% | +29.0% | +22.5% |
| YTD | +67.0% | -8.7% | +75.7% | +69.2% |
| 1Y | +68.6% | -11.8% | +80.5% | +71.8% |
| 3Y | +48.6% | -24.0% | +72.7% | +50.5% |
| 5Y | +18.6% | -60.3% | +78.9% | +48.3% |
| All | +782.9% | +5.0% | +777.9% | +747.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 10y: compounded portfolio wealth divided by compounded MKTX 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…
10y analysis · Full analysis span regression · 6 months rolling