+404.4%
MTZ vs ENTG
+790.9%
-386.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.7% | -1.5% | -1.9% |
| 7D | +16.5% | +22.8% | -6.4% | +7.1% |
| 30D | -10.2% | -4.9% | -5.3% | -9.0% |
| 3M | -34.2% | -4.8% | -29.3% | -33.5% |
| 6M | -56.0% | +5.6% | -61.6% | -58.3% |
| YTD | -14.8% | +82.4% | -97.3% | -36.5% |
| 1Y | -7.2% | +82.9% | -90.1% | -31.2% |
| 3Y | +275.8% | +62.1% | +213.6% | +177.3% |
| 5Y | +93.5% | +4.3% | +89.2% | +59.2% |
| All | +404.4% | +790.9% | -386.6% | +47.6% |
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