+74.8%
MTZ vs ENTG
-10.4%
+85.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | +2.6% | +6.9% | +8.5% |
| 7D | -6.4% | -17.1% | +10.7% | +0.9% |
| 30D | -22.1% | -23.0% | +0.9% | -14.1% |
| 3M | -32.7% | -10.2% | -22.5% | -30.4% |
| 6M | -59.8% | -17.8% | -42.1% | -57.9% |
| YTD | -19.9% | +52.4% | -72.3% | -34.8% |
| 1Y | -11.5% | +49.8% | -61.3% | -27.7% |
| 3Y | +258.1% | +42.1% | +216.0% | +186.2% |
| All | +74.8% | -10.4% | +85.2% | +60.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling