-19.3%
MP vs ENTG
+3.6%
-22.8%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.7% | +2.6% | +2.3% |
| 7D | +11.0% | +22.8% | -11.8% | +0.5% |
| 30D | -11.7% | -4.9% | -6.9% | -10.9% |
| 3M | -30.8% | -4.8% | -26.0% | -30.8% |
| 6M | -42.9% | +5.6% | -48.5% | -47.4% |
| YTD | -25.9% | +82.4% | -108.3% | -49.0% |
| 1Y | -37.3% | +82.9% | -120.2% | -57.1% |
| 3Y | +150.7% | +62.1% | +88.5% | +65.8% |
| 5Y | -19.3% | +4.3% | -23.6% | -30.9% |
| All | -19.3% | +3.6% | -22.8% | -30.9% |
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 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