+68.6%
ENTG vs MXL
+366.1%
-297.4%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +7.5% | -5.4% | +0.2% |
| 7D | +1.2% | +18.9% | -17.7% | -3.5% |
| 30D | -12.9% | +0.3% | -13.2% | -13.4% |
| 3M | -3.1% | -8.0% | +5.0% | -2.2% |
| 6M | +21.0% | +341.2% | -320.2% | -36.5% |
| YTD | +67.0% | +327.8% | -260.8% | -11.4% |
| 1Y | +68.6% | +364.9% | -296.3% | -17.6% |
| All | +68.6% | +366.1% | -297.4% | -17.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MXL.
Daily Out/Under-Performance
Portfolio return minus MXL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MXL 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 MXL 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