+170.5%
MCO vs TENB
-3.6%
+174.2%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.9% | +3.4% | -0.3% |
| 7D | -7.3% | -7.1% | -0.2% | -5.6% |
| 30D | -1.7% | -15.4% | +13.6% | +2.0% |
| 3M | +3.9% | +19.5% | -15.6% | -2.5% |
| 6M | +3.8% | +54.8% | -51.0% | -10.2% |
| YTD | -7.9% | +36.1% | -44.0% | -18.0% |
| 1Y | -6.8% | +7.0% | -13.8% | -11.7% |
| 3Y | +40.9% | -27.6% | +68.5% | +44.3% |
| 5Y | +27.5% | -30.5% | +58.0% | +24.3% |
| All | +170.5% | -3.6% | +174.2% | +96.9% |
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