+100.1%
MO vs ENTG
+15.6%
+84.5%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.9% | +5.3% | +1.2% |
| 7D | -1.0% | +5.1% | -6.1% | -0.8% |
| 30D | +5.8% | -8.5% | +14.3% | +5.5% |
| 3M | -4.5% | +6.7% | -11.2% | -4.1% |
| 6M | +5.7% | +17.7% | -12.0% | +6.3% |
| YTD | +23.1% | +63.5% | -40.4% | +23.8% |
| 1Y | +10.9% | +73.6% | -62.7% | +11.4% |
| 3Y | +96.1% | +44.6% | +51.6% | +94.9% |
| 5Y | +100.1% | +16.1% | +84.0% | +93.5% |
| All | +100.1% | +15.6% | +84.5% | +93.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling