+942.1%
MDB vs ENTG
+410.9%
+531.2%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.8% | +2.1% | +0.2% |
| 7D | +6.8% | +15.2% | -8.4% | -0.6% |
| 30D | -6.2% | -3.6% | -2.6% | -5.4% |
| 3M | -29.2% | -10.0% | -19.3% | -27.4% |
| 6M | +10.3% | +1.8% | +8.5% | -1.4% |
| YTD | -20.4% | +75.5% | -95.9% | -49.8% |
| 1Y | -4.8% | +82.4% | -87.2% | -41.7% |
| 3Y | -11.6% | +58.5% | -70.1% | -47.9% |
| 5Y | -41.0% | +0.4% | -41.4% | -55.5% |
| All | +942.1% | +410.9% | +531.2% | +230.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling