+13.4%
MCD vs TENB
+16.0%
-2.6%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.7% | -1.9% | +1.7% |
| 7D | +5.9% | -8.0% | +13.9% | +6.1% |
| 30D | +19.6% | +5.0% | +14.6% | +19.5% |
| 3M | +3.3% | +20.0% | -16.8% | +2.9% |
| 6M | +3.5% | +100.0% | -96.6% | +2.1% |
| YTD | -6.1% | +85.6% | -91.7% | -7.0% |
| 1Y | -3.7% | +57.8% | -61.5% | -3.9% |
| 3Y | +13.4% | +17.6% | -4.3% | +19.7% |
| All | +13.4% | +16.0% | -2.6% | +19.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling