+98.9%
MCD vs TENB
+3.0%
+95.9%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.7% | -0.8% | -1.5% |
| 7D | -2.8% | -9.1% | +6.3% | -2.0% |
| 30D | -6.0% | -4.9% | -1.2% | -5.8% |
| 3M | -5.6% | +16.9% | -22.5% | -7.7% |
| 6M | -21.9% | +68.0% | -89.8% | -26.9% |
| YTD | -14.7% | +45.6% | -60.3% | -19.2% |
| 1Y | -17.3% | +12.7% | -30.0% | -19.3% |
| 3Y | -2.2% | -24.4% | +22.2% | -1.4% |
| 5Y | +20.3% | -26.7% | +47.0% | +17.1% |
| All | +98.9% | +3.0% | +95.9% | +57.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling