+1,407.7%
MCD vs ENTG
+1,234.5%
+173.2%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +6.2% | -7.7% | -2.1% |
| 7D | -2.8% | +2.8% | -5.7% | -3.1% |
| 30D | -6.0% | -4.7% | -1.3% | -5.8% |
| 3M | -5.6% | -0.7% | -4.8% | -6.7% |
| 6M | -21.9% | +7.7% | -29.6% | -23.8% |
| YTD | -14.7% | +65.1% | -79.8% | -20.4% |
| 1Y | -17.3% | +74.8% | -92.1% | -23.6% |
| 3Y | -2.2% | +36.9% | -39.1% | -9.8% |
| 5Y | +20.3% | +16.1% | +4.2% | +9.9% |
| 10Y | +180.7% | +740.3% | -559.6% | +107.1% |
| All | +1,407.7% | +1,234.5% | +173.2% | +811.9% |
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 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