+721.8%
ENTG vs MLM
+185.4%
+536.4%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.8% | +4.4% | +3.7% |
| 7D | -17.1% | -4.1% | -13.0% | -15.0% |
| 30D | -23.0% | +8.2% | -31.2% | -26.9% |
| 3M | -10.2% | -3.6% | -6.6% | -8.9% |
| 6M | -17.8% | -15.6% | -2.2% | -10.6% |
| YTD | +52.4% | -16.4% | +68.8% | +66.7% |
| 1Y | +49.8% | -14.3% | +64.1% | +61.5% |
| 3Y | +42.1% | +19.3% | +22.8% | +27.4% |
| 5Y | -10.2% | +29.6% | -39.8% | -23.2% |
| All | +721.8% | +185.4% | +536.4% | +386.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling