-11.6%
MDB vs TENB
+9.5%
-21.1%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -0.9% | -1.2% |
| 7D | +6.8% | -3.3% | +10.1% | +8.9% |
| 30D | -6.2% | +6.9% | -13.1% | -10.9% |
| 3M | -29.2% | +1.8% | -31.1% | -31.9% |
| 6M | +10.3% | +98.1% | -87.8% | -36.8% |
| YTD | -20.4% | +73.2% | -93.6% | -49.7% |
| 1Y | -4.8% | +50.7% | -55.5% | -33.2% |
| 3Y | -11.6% | +9.3% | -20.9% | -16.8% |
| All | -11.6% | +9.5% | -21.1% | -16.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling