+20.8%
MCD vs ENTG
-0.3%
+21.1%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.8% | +3.2% | -0.6% |
| 7D | -1.6% | +15.2% | -16.8% | -1.9% |
| 30D | +14.1% | -3.6% | +17.8% | +14.1% |
| 3M | +0.6% | -10.0% | +10.6% | +0.7% |
| 6M | 0.0% | +1.8% | -1.8% | -0.7% |
| YTD | -9.3% | +75.5% | -84.8% | -12.6% |
| 1Y | -9.3% | +82.4% | -91.7% | -12.9% |
| 3Y | +8.6% | +58.5% | -49.9% | +2.9% |
| All | +20.8% | -0.3% | +21.1% | +19.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling