+339.0%
MCK vs ENTG
+16.8%
+322.2%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.2% | -2.1% | +0.1% |
| 7D | -2.9% | +1.2% | -4.1% | -2.9% |
| 30D | +0.4% | -12.9% | +13.3% | 0.0% |
| 3M | +12.1% | -3.1% | +15.2% | +12.3% |
| 6M | -5.4% | +21.0% | -26.5% | -5.0% |
| YTD | +7.8% | +67.0% | -59.2% | +8.7% |
| 1Y | +22.9% | +68.6% | -45.7% | +24.0% |
| 3Y | +110.7% | +48.6% | +62.1% | +110.7% |
| All | +339.0% | +16.8% | +322.2% | +344.1% |
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