+2.7%
MDT vs ENTG
-0.3%
+2.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -3.8% | +5.6% | +2.1% |
| 7D | +1.0% | +15.2% | -14.1% | +0.2% |
| 30D | +9.2% | -3.6% | +12.8% | +9.1% |
| 3M | +14.5% | -10.0% | +24.4% | +14.7% |
| 6M | +37.3% | +1.8% | +35.5% | +34.7% |
| YTD | +9.8% | +75.5% | -65.7% | +0.8% |
| 1Y | +10.5% | +82.4% | -71.9% | +0.8% |
| 3Y | +57.4% | +58.5% | -1.1% | +40.2% |
| All | +2.7% | -0.3% | +2.9% | -3.1% |
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