-18.3%
MDT vs TENB
-32.3%
+14.0%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.9% | +4.6% | +0.1% |
| 7D | -1.6% | -7.1% | +5.5% | -1.1% |
| 30D | +1.0% | -15.4% | +16.4% | +2.1% |
| 3M | +15.2% | +19.5% | -4.3% | +12.5% |
| 6M | +3.7% | +54.8% | -51.1% | -1.7% |
| YTD | -3.0% | +36.1% | -39.1% | -6.9% |
| 1Y | +2.5% | +7.0% | -4.5% | +0.9% |
| 3Y | +26.5% | -27.6% | +54.0% | +28.3% |
| 5Y | -18.3% | -30.5% | +12.2% | -19.2% |
| All | -18.3% | -32.3% | +14.0% | -19.2% |
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