+58.5%
ENTG vs MLM
+15.7%
+42.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.7% | -3.1% | -3.3% |
| 7D | +15.2% | -0.9% | +16.1% | +16.0% |
| 30D | -3.6% | +9.0% | -12.7% | -10.1% |
| 3M | -10.0% | -5.6% | -4.4% | -6.4% |
| 6M | +1.8% | -10.7% | +12.5% | +8.4% |
| YTD | +75.5% | -17.2% | +92.7% | +97.6% |
| 1Y | +82.4% | -14.2% | +96.6% | +98.9% |
| 3Y | +58.5% | +15.6% | +42.9% | +26.4% |
| All | +58.5% | +15.7% | +42.8% | +26.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling