+1,197.2%
ENTG vs MLM
+1,573.8%
-376.5%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +1.1% | +5.0% | +5.5% |
| 7D | +2.8% | -2.9% | +5.7% | +4.7% |
| 30D | -4.7% | -6.8% | +2.1% | -0.7% |
| 3M | -0.7% | -11.2% | +10.5% | +5.4% |
| 6M | +7.7% | -21.8% | +29.6% | +24.0% |
| YTD | +65.1% | -17.0% | +82.0% | +82.6% |
| 1Y | +74.8% | -16.4% | +91.2% | +92.3% |
| 3Y | +36.9% | +14.5% | +22.4% | +25.5% |
| 5Y | +16.1% | +41.7% | -25.6% | -4.3% |
| 10Y | +740.3% | +200.0% | +540.3% | +299.3% |
| All | +1,197.2% | +1,573.8% | -376.5% | +53.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling