+748.7%
ENTG vs MLM
+199.9%
+548.8%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +1.1% | +5.0% | +5.5% |
| 7D | +2.8% | -2.9% | +5.7% | +4.6% |
| 30D | -4.7% | -6.8% | +2.1% | -0.7% |
| 3M | -0.7% | -11.2% | +10.5% | +5.3% |
| 6M | +7.7% | -21.8% | +29.6% | +23.7% |
| YTD | +65.1% | -17.0% | +82.0% | +82.2% |
| 1Y | +74.8% | -16.4% | +91.2% | +92.0% |
| 3Y | +36.9% | +14.5% | +22.4% | +26.1% |
| 5Y | +16.1% | +41.7% | -25.6% | -3.6% |
| All | +748.7% | +199.9% | +548.8% | +396.1% |
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