+4,524.1%
MU vs ENTG
+790.9%
+3,733.1%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -0.9% | -1.1% |
| 7D | +21.6% | +22.8% | -1.2% | +5.5% |
| 30D | -16.2% | -4.9% | -11.4% | -13.1% |
| 3M | -12.4% | -4.8% | -7.5% | -9.8% |
| 6M | +4.2% | +5.6% | -1.4% | +0.6% |
| YTD | +180.0% | +82.4% | +97.6% | +84.0% |
| 1Y | +226.4% | +82.9% | +143.5% | +112.8% |
| 3Y | +969.7% | +62.1% | +907.6% | +617.5% |
| 5Y | +957.9% | +4.3% | +953.6% | +781.8% |
| All | +4,524.1% | +790.9% | +3,733.1% | +709.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling