-16.4%
MLM vs TENB
+11.6%
-28.0%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.7% | +1.8% | +1.1% |
| 7D | -2.9% | -9.1% | +6.2% | -3.0% |
| 30D | -6.8% | -4.9% | -2.0% | -6.8% |
| 3M | -11.2% | +16.9% | -28.2% | -9.7% |
| 6M | -21.8% | +68.0% | -89.8% | -19.9% |
| YTD | -17.0% | +45.6% | -62.5% | -13.8% |
| 1Y | -16.4% | +12.7% | -29.1% | -7.3% |
| All | -16.4% | +11.6% | -28.0% | -7.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling