+16.1%
ENTG vs MXL
+29.7%
-13.6%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -3.0% | -0.9% | -2.9% |
| 7D | +5.1% | +16.6% | -11.5% | -0.4% |
| 30D | -8.5% | +0.5% | -9.0% | -9.3% |
| 3M | +6.7% | -3.6% | +10.3% | +5.1% |
| 6M | +17.7% | +328.0% | -310.3% | -43.6% |
| YTD | +63.5% | +297.8% | -234.3% | -19.1% |
| 1Y | +73.6% | +339.4% | -265.8% | -18.4% |
| 3Y | +44.6% | +201.7% | -157.2% | -35.1% |
| 5Y | +16.1% | +32.8% | -16.7% | -18.5% |
| All | +16.1% | +29.7% | -13.6% | -18.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling