+1,342.9%
ENTG vs MTB
+867.5%
+475.5%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.3% | -0.2% | +11.5% | +11.4% |
| 7D | +7.9% | -2.0% | +9.9% | +9.5% |
| 30D | -3.6% | +0.1% | -3.7% | -3.7% |
| 3M | +2.7% | -12.1% | +14.9% | +10.8% |
| 6M | +3.6% | +7.3% | -3.7% | -1.5% |
| YTD | +83.6% | +11.5% | +72.1% | +71.1% |
| 1Y | +84.9% | +21.3% | +63.6% | +64.0% |
| 3Y | +63.2% | +104.1% | -40.9% | +6.3% |
| 5Y | +4.9% | +61.8% | -56.9% | -24.4% |
| 10Y | +799.3% | +115.4% | +683.9% | +364.6% |
| All | +1,342.9% | +867.5% | +475.5% | +180.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling