+65.7%
ENTG vs MLM
-11.4%
+77.1%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +2.4% | -8.8% | -7.5% |
| 7D | -10.3% | +9.1% | -19.5% | -14.0% |
| 30D | -14.4% | +14.6% | -29.0% | -20.3% |
| 3M | -1.1% | +0.3% | -1.4% | -0.6% |
| 6M | +3.0% | -7.5% | +10.4% | +8.0% |
| YTD | +70.1% | -10.2% | +80.3% | +74.8% |
| 1Y | +65.7% | -10.5% | +76.2% | +70.8% |
| All | +65.7% | -11.4% | +77.1% | +70.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MLM.
Daily Out/Under-Performance
Portfolio return minus MLM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MLM 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 1y: compounded portfolio wealth divided by compounded MLM 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…
1y analysis · Full analysis span regression · 6 months rolling