-24.5%
MDB vs ENTG
+18.8%
-43.3%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.7% | -5.1% | -4.2% |
| 7D | -18.0% | +8.9% | -27.0% | -21.6% |
| 30D | -10.7% | -7.2% | -3.5% | -8.5% |
| 3M | +1.0% | +6.4% | -5.4% | -9.4% |
| 6M | +31.6% | +25.7% | +5.9% | +3.0% |
| YTD | -15.2% | +67.9% | -83.0% | -45.2% |
| 1Y | +10.1% | +72.4% | -62.2% | -32.3% |
| 3Y | -5.6% | +48.4% | -54.1% | -43.9% |
| 5Y | -24.5% | +20.1% | -44.6% | -43.2% |
| All | -24.5% | +18.8% | -43.3% | -43.2% |
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