-18.3%
MDT vs ENTG
+15.6%
-33.8%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.9% | +3.6% | 0.0% |
| 7D | -1.6% | +5.1% | -6.7% | -2.0% |
| 30D | +1.0% | -8.5% | +9.6% | +1.5% |
| 3M | +15.2% | +6.7% | +8.5% | +12.9% |
| 6M | +3.7% | +17.7% | -14.1% | -0.1% |
| YTD | -3.0% | +63.5% | -66.4% | -10.1% |
| 1Y | +2.5% | +73.6% | -71.1% | -6.4% |
| 3Y | +26.5% | +44.6% | -18.1% | +13.8% |
| 5Y | -18.3% | +16.1% | -34.4% | -27.5% |
| All | -18.3% | +15.6% | -33.8% | -27.5% |
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