-7.6%
MCO vs TENB
-0.2%
-7.4%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -6.0% | +7.6% | +2.6% |
| 7D | -3.8% | -12.1% | +8.3% | -1.7% |
| 30D | -0.4% | -18.6% | +18.2% | +2.8% |
| 3M | +7.7% | +12.1% | -4.3% | +3.6% |
| 6M | +7.0% | +46.8% | -39.8% | -4.9% |
| YTD | -6.4% | +28.0% | -34.4% | -13.8% |
| 1Y | -7.6% | -1.4% | -6.2% | -8.8% |
| All | -7.6% | -0.2% | -7.4% | -8.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling