+18.0%
MLM vs TENB
+15.3%
+2.7%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.3% | -3.1% | -1.0% |
| 7D | -5.8% | -9.3% | +3.5% | -5.1% |
| 30D | +9.8% | +5.3% | +4.5% | +9.3% |
| 3M | -5.2% | +13.5% | -18.6% | -6.3% |
| 6M | -10.3% | +101.5% | -111.7% | -17.7% |
| YTD | -15.5% | +82.4% | -97.9% | -21.1% |
| 1Y | -15.0% | +53.0% | -68.1% | -17.2% |
| All | +18.0% | +15.3% | +2.7% | +21.9% |
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