+637.6%
MCK vs TENB
-9.4%
+647.1%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -6.0% | +6.1% | +0.4% |
| 7D | -2.9% | -12.1% | +9.2% | -2.2% |
| 30D | +0.4% | -18.6% | +19.0% | +1.5% |
| 3M | +12.1% | +12.1% | 0.0% | +10.5% |
| 6M | -5.4% | +46.8% | -52.3% | -8.9% |
| YTD | +7.8% | +28.0% | -20.2% | +4.7% |
| 1Y | +22.9% | -1.4% | +24.4% | +21.8% |
| 3Y | +110.7% | -33.9% | +144.7% | +113.8% |
| 5Y | +346.2% | -34.6% | +380.8% | +339.1% |
| All | +637.6% | -9.4% | +647.1% | +535.8% |
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