+54.7%
MMM vs ENTG
+786.9%
-732.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.4% | -3.2% | -2.2% |
| 7D | -2.6% | +8.9% | -11.5% | -4.4% |
| 30D | -9.3% | -0.8% | -8.5% | -9.5% |
| 3M | +5.6% | +6.6% | -1.0% | +1.7% |
| 6M | +9.5% | +22.1% | -12.6% | +1.2% |
| YTD | +4.1% | +70.2% | -66.0% | -11.6% |
| 1Y | +9.4% | +76.7% | -67.3% | -9.0% |
| 3Y | +101.0% | +50.5% | +50.5% | +64.8% |
| 5Y | +26.1% | +21.8% | +4.3% | +2.5% |
| 10Y | +54.7% | +811.7% | -757.0% | -29.9% |
| All | +54.7% | +786.9% | -732.1% | -29.9% |
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