+444.4%
MTZ vs ENTG
+838.5%
-394.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +11.3% | -6.7% | 0.0% |
| 7D | +12.9% | +7.9% | +4.9% | +9.1% |
| 30D | -8.5% | -3.6% | -5.0% | -7.8% |
| 3M | -30.6% | +2.7% | -33.4% | -32.1% |
| 6M | -55.1% | +3.6% | -58.7% | -57.1% |
| YTD | -13.0% | +83.6% | -96.6% | -35.3% |
| 1Y | -4.3% | +84.9% | -89.1% | -29.2% |
| 3Y | +284.0% | +63.2% | +220.8% | +182.7% |
| 5Y | +97.7% | +4.9% | +92.7% | +62.3% |
| 10Y | +444.4% | +799.3% | -354.9% | +63.5% |
| All | +444.4% | +838.5% | -394.1% | +63.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling