+28.5%
MDT vs TENB
+1.4%
+27.1%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.6% | -0.3% | -1.7% |
| 7D | +0.4% | -5.0% | +5.4% | +1.0% |
| 30D | +6.0% | -7.4% | +13.4% | +6.7% |
| 3M | +15.5% | +22.3% | -6.7% | +11.1% |
| 6M | +3.4% | +60.2% | -56.8% | -5.1% |
| YTD | -2.2% | +43.2% | -45.4% | -9.1% |
| 1Y | +2.6% | +8.2% | -5.6% | -0.5% |
| 3Y | +27.5% | -23.8% | +51.3% | +28.2% |
| 5Y | -20.1% | -26.9% | +6.8% | -22.7% |
| All | +28.5% | +1.4% | +27.1% | +1.6% |
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