+1,445.6%
ENTG vs MKTX
+1,445.1%
+0.5%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | 0.0% | +1.4% | +1.4% |
| 7D | +8.9% | +0.3% | +8.7% | +8.8% |
| 30D | -0.8% | +1.0% | -1.8% | -1.1% |
| 3M | +6.6% | +40.8% | -34.2% | -7.1% |
| 6M | +22.1% | -10.9% | +33.0% | +24.0% |
| YTD | +70.2% | -8.6% | +78.8% | +70.9% |
| 1Y | +76.7% | -11.6% | +88.3% | +78.4% |
| 3Y | +50.5% | -24.5% | +75.0% | +52.3% |
| 5Y | +21.8% | -60.7% | +82.5% | +54.4% |
| 10Y | +811.7% | +5.1% | +806.6% | +657.0% |
| All | +1,445.6% | +1,445.1% | +0.5% | +281.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling