+97.2%
MCD vs TENB
+1.3%
+95.9%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.8% | -0.9% |
| 7D | -2.9% | -1.7% | -1.2% | -2.7% |
| 30D | -6.7% | -8.3% | +1.5% | -6.2% |
| 3M | -9.6% | +26.2% | -35.7% | -12.3% |
| 6M | -22.3% | +60.2% | -82.5% | -26.9% |
| YTD | -15.4% | +43.1% | -58.5% | -19.7% |
| 1Y | -16.8% | +9.4% | -26.2% | -18.6% |
| 3Y | -2.4% | -23.9% | +21.5% | -1.8% |
| 5Y | +19.4% | -28.2% | +47.6% | +16.5% |
| All | +97.2% | +1.3% | +95.9% | +56.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TENB.
Daily Out/Under-Performance
Portfolio return minus TENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TENB 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 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded TENB 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling