+231.3%
MDT vs ENTG
+1,318.8%
-1,087.5%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -3.8% | +5.6% | +2.3% |
| 7D | +1.0% | +15.2% | -14.1% | -0.6% |
| 30D | +9.2% | -3.6% | +12.8% | +8.9% |
| 3M | +14.5% | -10.0% | +24.4% | +14.6% |
| 6M | +37.3% | +1.8% | +35.5% | +33.4% |
| YTD | +9.8% | +75.5% | -65.7% | -0.9% |
| 1Y | +10.5% | +82.4% | -71.9% | -1.0% |
| 3Y | +57.4% | +58.5% | -1.1% | +39.1% |
| 5Y | +1.2% | +0.4% | +0.8% | -8.3% |
| 10Y | +63.2% | +759.6% | -696.4% | +12.7% |
| All | +231.3% | +1,318.8% | -1,087.5% | +80.6% |
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