+113.8%
MCD vs TENB
+29.2%
+84.6%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.3% | -4.9% | -2.8% |
| 7D | -1.9% | -9.3% | +7.4% | -1.1% |
| 30D | +16.6% | +5.3% | +11.3% | +15.8% |
| 3M | +0.9% | +13.5% | -12.5% | -0.9% |
| 6M | +1.5% | +101.5% | -100.0% | -6.8% |
| YTD | -8.3% | +82.4% | -90.8% | -15.4% |
| 1Y | -8.1% | +53.0% | -61.2% | -13.5% |
| 3Y | +10.3% | +14.8% | -4.4% | +6.0% |
| 5Y | +23.4% | -21.2% | +44.6% | +20.2% |
| All | +113.8% | +29.2% | +84.6% | +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 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