+22.7%
MCD vs TENB
-24.8%
+47.5%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.6% | +4.1% | -0.4% |
| 7D | +7.1% | -17.0% | +24.1% | +7.8% |
| 30D | +19.8% | +8.2% | +11.6% | +19.3% |
| 3M | +0.8% | +16.5% | -15.7% | 0.0% |
| 6M | -1.3% | +99.1% | -100.4% | -4.5% |
| YTD | -7.8% | +79.0% | -86.8% | -10.5% |
| 1Y | -5.0% | +53.9% | -58.8% | -7.0% |
| 3Y | +10.5% | +13.8% | -3.3% | +9.4% |
| All | +22.7% | -24.8% | +47.5% | +25.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling