+35.4%
ENTG vs MULL
+2,620.5%
-2,585.0%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +5.4% | -4.0% | -0.1% |
| 7D | +8.9% | +14.8% | -5.9% | +4.8% |
| 30D | -0.8% | +36.6% | -37.4% | -9.5% |
| 3M | +6.6% | -8.9% | +15.4% | +2.3% |
| 6M | +22.1% | +311.9% | -289.9% | -28.7% |
| YTD | +70.2% | +579.8% | -509.7% | -17.4% |
| 1Y | +76.7% | +2,421.5% | -2,344.8% | -46.6% |
| All | +35.4% | +2,620.5% | -2,585.0% | -67.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling