+46.6%
ENTG vs MLM
+18.2%
+28.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.5% | -0.7% |
| 7D | -9.3% | -2.9% | -6.4% | -7.1% |
| 30D | -16.4% | +10.4% | -26.8% | -22.6% |
| 3M | -3.8% | -3.7% | -0.1% | -1.5% |
| 6M | -6.9% | -10.3% | +3.3% | -0.8% |
| YTD | +65.0% | -14.8% | +79.8% | +82.2% |
| 1Y | +61.7% | -13.9% | +75.6% | +76.7% |
| 3Y | +46.6% | +18.4% | +28.3% | +13.6% |
| All | +46.6% | +18.2% | +28.4% | +13.6% |
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