+492.6%
MTZ vs ENTG
+810.6%
-318.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +9.4% | -0.9% | +4.7% |
| 7D | -2.4% | -7.6% | +5.2% | +1.0% |
| 30D | -11.1% | -15.5% | +4.4% | -5.3% |
| 3M | -30.6% | -7.8% | -22.8% | -29.0% |
| 6M | -54.4% | -5.9% | -48.4% | -54.6% |
| YTD | -13.0% | +66.7% | -79.8% | -32.7% |
| 1Y | -5.7% | +62.1% | -67.8% | -26.4% |
| 3Y | +297.2% | +56.3% | +240.9% | +198.0% |
| 5Y | +95.9% | -3.8% | +99.7% | +66.7% |
| 10Y | +492.6% | +770.1% | -277.4% | +72.4% |
| All | +492.6% | +810.6% | -318.0% | +72.4% |
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 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