+200.9%
MDT vs ENTG
+1,234.5%
-1,033.6%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +6.2% | -5.0% | +0.5% |
| 7D | +3.2% | +2.8% | +0.4% | +2.9% |
| 30D | +9.5% | -4.7% | +14.2% | +9.8% |
| 3M | +16.0% | -0.7% | +16.7% | +14.1% |
| 6M | +0.2% | +7.7% | -7.5% | -2.9% |
| YTD | -0.3% | +65.1% | -65.3% | -8.6% |
| 1Y | +4.7% | +74.8% | -70.1% | -5.3% |
| 3Y | +26.5% | +36.9% | -10.4% | +14.6% |
| 5Y | -18.2% | +16.1% | -34.3% | -26.6% |
| 10Y | +40.0% | +740.3% | -700.3% | -2.2% |
| All | +200.9% | +1,234.5% | -1,033.6% | +66.7% |
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