+21.8%
ENTG vs MTB
+103.4%
-81.6%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.2% | +1.6% | +1.5% |
| 7D | +8.9% | +1.1% | +7.9% | +8.2% |
| 30D | -0.8% | -4.6% | +3.8% | +2.1% |
| 3M | +6.6% | +6.3% | +0.3% | +2.0% |
| 6M | +22.1% | +15.6% | +6.5% | +11.0% |
| YTD | +70.2% | +20.6% | +49.6% | +50.9% |
| 1Y | +76.7% | +22.5% | +54.2% | +55.2% |
| 3Y | +50.5% | +114.4% | -64.0% | -2.2% |
| 5Y | +21.8% | +101.9% | -80.1% | -10.5% |
| All | +21.8% | +103.4% | -81.6% | -10.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling