+112.9%
MCD vs TENB
+23.5%
+89.4%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.4% | +4.0% | 0.0% |
| 7D | -1.6% | -7.0% | +5.5% | -0.9% |
| 30D | +16.0% | -0.6% | +16.6% | +15.8% |
| 3M | 0.0% | +10.9% | -11.0% | -1.7% |
| 6M | +0.9% | +95.4% | -94.4% | -7.0% |
| YTD | -8.7% | +74.5% | -83.2% | -15.4% |
| 1Y | -8.6% | +49.2% | -57.8% | -13.7% |
| 3Y | +9.9% | +9.7% | +0.1% | +6.0% |
| 5Y | +22.6% | -24.6% | +47.2% | +20.0% |
| All | +112.9% | +23.5% | +89.4% | +65.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling