+1,528.0%
ENTG vs MTUM
+609.5%
+918.5%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.2% | +1.2% | +1.1% |
| 7D | +8.9% | +4.1% | +4.8% | +3.1% |
| 30D | -0.8% | +0.6% | -1.5% | -1.0% |
| 3M | +6.6% | -0.6% | +7.2% | +12.5% |
| 6M | +22.1% | +25.3% | -3.3% | -3.8% |
| YTD | +70.2% | +23.8% | +46.4% | +37.3% |
| 1Y | +76.7% | +25.4% | +51.3% | +41.5% |
| 3Y | +50.5% | +117.3% | -66.8% | -37.1% |
| 5Y | +21.8% | +79.7% | -57.9% | -33.8% |
| 10Y | +811.7% | +359.6% | +452.1% | +85.8% |
| All | +1,528.0% | +609.5% | +918.5% | +113.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MTUM.
Daily Out/Under-Performance
Portfolio return minus MTUM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTUM 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 MTUM 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