+237.4%
MP vs ENTG
+113.4%
+124.0%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -12.7% | +6.6% | 0.0% |
| 7D | -19.0% | -22.0% | +3.1% | -9.0% |
| 30D | -30.5% | -25.2% | -5.3% | -21.0% |
| 3M | -29.6% | -14.2% | -15.3% | -26.3% |
| 6M | -50.4% | -16.3% | -34.1% | -48.8% |
| YTD | -33.2% | +48.5% | -81.7% | -49.4% |
| 1Y | -38.6% | +41.4% | -80.0% | -52.5% |
| 3Y | +105.5% | +36.7% | +68.8% | +46.6% |
| 5Y | -7.8% | -12.5% | +4.7% | -20.3% |
| All | +237.4% | +113.4% | +124.0% | +138.1% |
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