+2,839.9%
ENTG vs MXL
+270.5%
+2,569.5%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +6.0% | -4.3% | -0.3% |
| 7D | +8.9% | +15.5% | -6.5% | +3.8% |
| 30D | -7.2% | -11.3% | +4.1% | -4.0% |
| 3M | +6.4% | -16.1% | +22.5% | +9.5% |
| 6M | +25.7% | +323.0% | -297.4% | -35.5% |
| YTD | +67.9% | +281.5% | -213.7% | -10.5% |
| 1Y | +72.4% | +319.3% | -246.9% | -11.7% |
| 3Y | +48.4% | +189.4% | -140.9% | -25.7% |
| 5Y | +20.1% | +26.0% | -5.9% | -21.9% |
| 10Y | +768.1% | +243.5% | +524.7% | +271.5% |
| All | +2,839.9% | +270.5% | +2,569.5% | +1,189.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling