-16.1%
MCD vs ENTG
+71.8%
-87.9%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.7% | -1.6% | +0.1% |
| 7D | -2.0% | +8.9% | -11.0% | -1.6% |
| 30D | -6.1% | -7.2% | +1.1% | -6.4% |
| 3M | -7.3% | +6.4% | -13.7% | -7.4% |
| 6M | -20.9% | +25.7% | -46.6% | -21.3% |
| YTD | -14.7% | +67.9% | -82.5% | -15.1% |
| 1Y | -16.1% | +72.4% | -88.5% | -17.4% |
| All | -16.1% | +71.8% | -87.9% | -17.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling