+1,530.6%
MCD vs ENTG
+1,131.8%
+398.7%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.6% | -3.1% | -0.8% |
| 7D | +7.1% | -17.1% | +24.2% | +8.7% |
| 30D | +19.8% | -23.0% | +42.8% | +22.0% |
| 3M | +0.8% | -10.2% | +11.0% | +1.0% |
| 6M | -1.3% | -17.8% | +16.5% | -1.5% |
| YTD | -7.8% | +52.4% | -60.1% | -13.8% |
| 1Y | -5.0% | +49.8% | -54.7% | -11.1% |
| 3Y | +10.5% | +42.1% | -31.6% | +1.0% |
| 5Y | +22.0% | -10.2% | +32.2% | +13.7% |
| 10Y | +216.7% | +756.0% | -539.3% | +132.0% |
| All | +1,530.6% | +1,131.8% | +398.7% | +887.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling