+73.6%
ENTG vs MULL
+2,040.8%
-1,967.2%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -9.3% | +5.4% | -1.5% |
| 7D | +5.1% | +3.6% | +1.5% | +4.0% |
| 30D | -8.5% | +22.0% | -30.5% | -13.6% |
| 3M | +6.7% | -8.6% | +15.3% | +3.7% |
| 6M | +17.7% | +248.5% | -230.8% | -20.2% |
| YTD | +63.5% | +516.3% | -452.8% | -5.5% |
| 1Y | +73.6% | +2,036.6% | -1,963.1% | -35.0% |
| All | +73.6% | +2,040.8% | -1,967.2% | -35.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL 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 1y: compounded portfolio wealth divided by compounded MULL 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…
1y analysis · Full analysis span regression · 6 months rolling