-14.3%
MTZ vs ENTG
+63.3%
-77.6%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.4% | -6.5% | -8.9% | -12.7% |
| 7D | -7.4% | -10.3% | +2.9% | -2.9% |
| 30D | -23.6% | -14.4% | -9.3% | -18.8% |
| 3M | -38.3% | -1.1% | -37.2% | -38.4% |
| 6M | -60.6% | +3.0% | -63.6% | -62.1% |
| YTD | -22.9% | +70.1% | -93.0% | -40.1% |
| 1Y | -14.3% | +65.7% | -80.0% | -32.4% |
| All | -14.3% | +63.3% | -77.6% | -32.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling