+37.0%
MDT vs ENTG
+797.5%
-760.5%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.2% | -2.9% | -1.0% |
| 7D | -3.4% | +1.2% | -4.6% | -3.6% |
| 30D | +0.2% | -12.9% | +13.1% | +1.9% |
| 3M | +14.3% | -3.1% | +17.3% | +12.5% |
| 6M | +4.0% | +21.0% | -17.0% | -2.4% |
| YTD | -3.7% | +67.0% | -70.7% | -15.1% |
| 1Y | -0.4% | +68.6% | -69.0% | -13.2% |
| 3Y | +23.3% | +48.6% | -25.3% | +4.4% |
| 5Y | -18.9% | +18.6% | -37.5% | -31.7% |
| All | +37.0% | +797.5% | -760.5% | -31.2% |
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 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