+180.0%
MCD vs ENTG
+761.6%
-581.6%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.7% | -1.6% | -0.1% |
| 7D | -2.0% | +8.9% | -11.0% | -2.8% |
| 30D | -6.1% | -7.2% | +1.1% | -5.7% |
| 3M | -7.3% | +6.4% | -13.7% | -9.1% |
| 6M | -20.9% | +25.7% | -46.6% | -24.5% |
| YTD | -14.7% | +67.9% | -82.5% | -21.7% |
| 1Y | -16.1% | +72.4% | -88.5% | -23.8% |
| 3Y | -1.5% | +48.4% | -49.9% | -12.3% |
| 5Y | +20.4% | +20.1% | +0.4% | +6.6% |
| 10Y | +180.0% | +768.1% | -588.1% | +69.9% |
| All | +180.0% | +761.6% | -581.6% | +69.9% |
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