+183.8%
MET vs TENB
-9.4%
+193.2%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -6.0% | +6.4% | +1.4% |
| 7D | -0.5% | -12.1% | +11.6% | +1.7% |
| 30D | +0.5% | -18.6% | +19.1% | +3.8% |
| 3M | +11.6% | +12.1% | -0.5% | +7.6% |
| 6M | +40.8% | +46.8% | -6.0% | +27.6% |
| YTD | +25.7% | +28.0% | -2.3% | +16.5% |
| 1Y | +24.4% | -1.4% | +25.8% | +21.2% |
| 3Y | +67.5% | -33.9% | +101.4% | +73.3% |
| 5Y | +85.8% | -34.6% | +120.4% | +82.4% |
| All | +183.8% | -9.4% | +193.2% | +112.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling