+30.7%
MCO vs TENB
-35.4%
+66.2%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -6.0% | +7.6% | +3.0% |
| 7D | -3.8% | -12.1% | +8.3% | -1.0% |
| 30D | -0.4% | -18.6% | +18.2% | +3.9% |
| 3M | +7.7% | +12.1% | -4.3% | +3.0% |
| 6M | +7.0% | +46.8% | -39.8% | -5.5% |
| YTD | -6.4% | +28.0% | -34.4% | -14.8% |
| 1Y | -7.6% | -1.4% | -6.2% | -10.4% |
| 3Y | +43.2% | -33.9% | +77.2% | +49.6% |
| All | +30.7% | -35.4% | +66.2% | +29.1% |
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