+18.5%
MLM vs TENB
-24.1%
+42.7%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.7% | +1.8% | +1.2% |
| 7D | -2.9% | -9.1% | +6.2% | -2.1% |
| 30D | -6.8% | -4.9% | -2.0% | -6.5% |
| 3M | -11.2% | +16.9% | -28.2% | -13.1% |
| 6M | -21.8% | +68.0% | -89.8% | -27.7% |
| YTD | -17.0% | +45.6% | -62.5% | -21.2% |
| 1Y | -16.4% | +12.7% | -29.1% | -16.0% |
| All | +18.5% | -24.1% | +42.7% | +28.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling