+507.1%
MDLZ vs ENTG
+928.0%
-420.8%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.1% | +1.2% | +0.2% |
| 7D | +2.2% | -9.3% | +11.5% | +2.9% |
| 30D | +10.1% | -16.4% | +26.5% | +11.3% |
| 3M | +9.1% | -3.8% | +12.9% | +8.7% |
| 6M | +10.0% | -6.9% | +16.9% | +8.5% |
| YTD | +26.8% | +65.0% | -38.1% | +17.8% |
| 1Y | +22.5% | +61.7% | -39.2% | +13.8% |
| 3Y | +5.3% | +46.6% | -41.4% | -3.9% |
| 5Y | +21.4% | -2.7% | +24.1% | +12.5% |
| 10Y | +102.0% | +743.3% | -641.2% | +48.6% |
| All | +507.1% | +928.0% | -420.8% | +277.7% |
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