+1,067.2%
ENTG vs MLM
+1,616.2%
-549.0%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | -5.2% | -7.5% | -9.6% |
| 7D | -22.0% | -1.2% | -20.8% | -21.4% |
| 30D | -25.2% | +7.9% | -33.1% | -28.9% |
| 3M | -14.2% | -4.5% | -9.8% | -12.5% |
| 6M | -16.3% | -12.6% | -3.7% | -10.7% |
| YTD | +48.5% | -14.9% | +63.4% | +60.9% |
| 1Y | +41.4% | -13.1% | +54.5% | +51.3% |
| 3Y | +36.7% | +21.2% | +15.5% | +20.8% |
| 5Y | -12.5% | +32.0% | -44.5% | -25.2% |
| 10Y | +734.4% | +195.3% | +539.0% | +299.7% |
| All | +1,067.2% | +1,616.2% | -549.0% | +35.0% |
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