+19.3%
MLM vs TENB
+12.9%
+6.5%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.6% | +2.8% | -1.5% |
| 7D | -4.1% | -17.0% | +12.9% | -2.7% |
| 30D | +8.2% | +8.2% | 0.0% | +7.4% |
| 3M | -3.6% | +16.5% | -20.1% | -4.9% |
| 6M | -15.6% | +99.1% | -114.7% | -22.5% |
| YTD | -16.4% | +79.0% | -95.5% | -21.9% |
| 1Y | -14.3% | +53.9% | -68.2% | -16.9% |
| 3Y | +19.3% | +13.8% | +5.5% | +24.1% |
| All | +19.3% | +12.9% | +6.5% | +24.1% |
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