+211.3%
MCD vs ENTG
+810.6%
-599.3%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +9.4% | -7.7% | +1.0% |
| 7D | +5.9% | -7.6% | +13.5% | +6.5% |
| 30D | +19.6% | -15.5% | +35.1% | +20.9% |
| 3M | +3.3% | -7.8% | +11.1% | +3.2% |
| 6M | +3.5% | -5.9% | +9.4% | +2.0% |
| YTD | -6.1% | +66.7% | -72.9% | -14.2% |
| 1Y | -3.7% | +62.1% | -65.8% | -11.9% |
| 3Y | +13.4% | +56.3% | -42.9% | -0.3% |
| 5Y | +25.2% | -3.8% | +29.0% | +16.0% |
| 10Y | +211.3% | +770.1% | -558.8% | +98.7% |
| All | +211.3% | +810.6% | -599.3% | +98.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ENTG.
Daily Out/Under-Performance
Portfolio return minus ENTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ENTG 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 10y: compounded portfolio wealth divided by compounded ENTG 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…
10y analysis · Full analysis span regression · 6 months rolling