+172.4%
MLM vs TENB
+31.4%
+141.0%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +3.7% | -1.2% | +1.8% |
| 7D | -3.8% | -8.0% | +4.1% | -2.4% |
| 30D | +11.0% | +5.0% | +6.0% | +9.7% |
| 3M | -3.1% | +20.0% | -23.1% | -7.3% |
| 6M | -9.8% | +100.0% | -109.8% | -23.2% |
| YTD | -14.4% | +85.6% | -100.0% | -26.8% |
| 1Y | -12.6% | +57.8% | -70.4% | -22.6% |
| 3Y | +19.7% | +17.6% | +2.1% | +11.2% |
| 5Y | +29.8% | -21.7% | +51.5% | +25.2% |
| All | +172.4% | +31.4% | +141.0% | +99.6% |
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 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