+272.3%
MTZ vs ENTG
+57.0%
+215.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.8% | +2.5% | +0.4% |
| 7D | +5.0% | +15.2% | -10.2% | -1.3% |
| 30D | -6.0% | -3.6% | -2.4% | -5.3% |
| 3M | -36.1% | -10.0% | -26.2% | -34.0% |
| 6M | -56.9% | +1.8% | -58.7% | -58.7% |
| YTD | -15.9% | +75.5% | -91.4% | -37.4% |
| 1Y | -3.8% | +82.4% | -86.2% | -29.8% |
| 3Y | +272.3% | +58.5% | +213.8% | +169.6% |
| All | +272.3% | +57.0% | +215.3% | +169.6% |
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 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