+78.4%
MMM vs ENTG
+838.5%
-760.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +11.3% | -11.6% | -2.5% |
| 7D | -2.6% | +7.9% | -10.6% | -4.4% |
| 30D | +17.4% | -3.6% | +21.0% | +17.0% |
| 3M | +3.6% | +2.7% | +0.9% | +1.3% |
| 6M | +33.0% | +3.6% | +29.5% | +26.9% |
| YTD | +19.6% | +83.6% | -64.0% | -1.3% |
| 1Y | +14.0% | +84.9% | -70.8% | -6.4% |
| 3Y | +164.3% | +63.2% | +101.1% | +110.8% |
| 5Y | +49.3% | +4.9% | +44.4% | +26.0% |
| 10Y | +78.4% | +799.3% | -721.0% | -17.6% |
| All | +78.4% | +838.5% | -760.2% | -17.6% |
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 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