+492.0%
MTZ vs ENTG
+1,234.5%
-742.5%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +6.2% | -4.0% | 0.0% |
| 7D | -1.6% | +2.8% | -4.4% | -2.6% |
| 30D | -11.1% | -4.7% | -6.4% | -9.7% |
| 3M | -36.7% | -0.7% | -36.0% | -37.5% |
| 6M | -21.9% | +7.7% | -29.7% | -25.6% |
| YTD | +9.1% | +65.1% | -55.9% | -10.5% |
| 1Y | +30.0% | +74.8% | -44.8% | +3.5% |
| 3Y | +138.5% | +36.9% | +101.6% | +99.0% |
| 5Y | +158.3% | +16.1% | +142.2% | +113.7% |
| 10Y | +700.8% | +740.3% | -39.6% | +233.6% |
| All | +492.0% | +1,234.5% | -742.5% | +35.5% |
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