+39.3%
MTZ vs ENTG
+71.8%
-32.5%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.7% | +2.1% | +3.1% |
| 7D | +3.6% | +8.9% | -5.4% | 0.0% |
| 30D | -9.6% | -7.2% | -2.4% | -7.0% |
| 3M | -31.9% | +6.4% | -38.3% | -34.5% |
| 6M | -13.8% | +25.7% | -39.5% | -22.8% |
| YTD | +13.3% | +67.9% | -54.6% | -9.9% |
| 1Y | +39.3% | +72.4% | -33.1% | +18.4% |
| All | +39.3% | +71.8% | -32.5% | +18.4% |
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