+334.6%
MTZ vs ENTG
+1,131.8%
-797.3%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | +2.6% | +6.9% | +8.7% |
| 7D | -6.4% | -17.1% | +10.7% | -0.1% |
| 30D | -22.1% | -23.0% | +0.9% | -15.2% |
| 3M | -32.7% | -10.2% | -22.5% | -30.7% |
| 6M | -59.8% | -17.8% | -42.1% | -58.0% |
| YTD | -19.9% | +52.4% | -72.3% | -33.0% |
| 1Y | -11.5% | +49.8% | -61.3% | -25.7% |
| 3Y | +258.1% | +42.1% | +216.0% | +193.9% |
| 5Y | +85.5% | -10.2% | +95.8% | +66.5% |
| 10Y | +492.2% | +756.0% | -263.8% | +144.6% |
| All | +334.6% | +1,131.8% | -797.3% | +1.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling