+39.7%
ENTG vs MULL
+1,230.7%
-1,191.0%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -5.2% | +1.4% | -2.3% |
| 7D | +15.2% | +24.5% | -9.3% | +7.9% |
| 30D | -3.6% | -35.5% | +31.9% | +6.7% |
| 3M | -10.0% | -44.8% | +34.8% | +2.7% |
| 6M | +1.8% | -45.5% | +47.2% | +6.0% |
| YTD | +75.5% | +232.5% | -157.0% | +1.1% |
| 1Y | +82.4% | +343.3% | -260.8% | -6.7% |
| All | +39.7% | +1,230.7% | -1,191.0% | -60.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling