+764.3%
ENTG vs MTB
+172.9%
+591.4%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +0.4% | -4.4% | -4.2% |
| 7D | +5.1% | -0.4% | +5.6% | +5.3% |
| 30D | -8.5% | -4.6% | -3.9% | -6.4% |
| 3M | +6.7% | +7.4% | -0.7% | +2.5% |
| 6M | +17.7% | +18.7% | -0.9% | +7.7% |
| YTD | +63.5% | +21.1% | +42.4% | +48.3% |
| 1Y | +73.6% | +24.1% | +49.5% | +55.8% |
| 3Y | +44.6% | +115.3% | -70.8% | +0.8% |
| 5Y | +16.1% | +106.0% | -89.9% | -18.1% |
| All | +764.3% | +172.9% | +591.4% | +395.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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