-33.1%
MKC vs TENB
-32.3%
-0.8%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.9% | +4.1% | -0.6% |
| 7D | -2.8% | -7.1% | +4.3% | -2.6% |
| 30D | -3.4% | -15.4% | +12.0% | -2.9% |
| 3M | +3.8% | +19.5% | -15.7% | +2.9% |
| 6M | -17.9% | +54.8% | -72.7% | -19.4% |
| YTD | -23.6% | +36.1% | -59.7% | -24.7% |
| 1Y | -23.1% | +7.0% | -30.1% | -23.2% |
| 3Y | -31.5% | -27.6% | -3.9% | -30.9% |
| 5Y | -33.1% | -30.5% | -2.6% | -32.6% |
| All | -33.1% | -32.3% | -0.8% | -32.6% |
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 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