+825.7%
MMM vs ENTG
+1,234.5%
-408.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +6.2% | -6.0% | -0.9% |
| 7D | -3.3% | +2.8% | -6.1% | -3.8% |
| 30D | -7.0% | -4.7% | -2.3% | -6.6% |
| 3M | +10.8% | -0.7% | +11.5% | +8.8% |
| 6M | +5.8% | +7.7% | -1.9% | +1.8% |
| YTD | +6.8% | +65.1% | -58.3% | -5.0% |
| 1Y | +10.4% | +74.8% | -64.4% | -3.5% |
| 3Y | +104.7% | +36.9% | +67.8% | +80.8% |
| 5Y | +23.6% | +16.1% | +7.4% | +8.0% |
| 10Y | +54.1% | +740.3% | -686.2% | -5.8% |
| All | +825.7% | +1,234.5% | -408.8% | +301.9% |
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 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