+148.1%
MTZ vs ENTG
+37.4%
+110.7%
-50.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +6.2% | -4.0% | -0.5% |
| 7D | -1.6% | +2.8% | -4.4% | -2.9% |
| 30D | -11.1% | -4.7% | -6.4% | -9.4% |
| 3M | -36.7% | -0.7% | -36.0% | -37.9% |
| 6M | -21.9% | +7.7% | -29.7% | -27.0% |
| YTD | +9.1% | +65.1% | -55.9% | -16.1% |
| 1Y | +30.0% | +74.8% | -44.8% | -4.0% |
| All | +148.1% | +37.4% | +110.7% | +82.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling