+26.5%
MLM vs TENB
-24.3%
+50.8%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.6% |
| 7D | -0.9% | -3.3% | +2.4% | -0.4% |
| 30D | +9.0% | +6.9% | +2.1% | +7.8% |
| 3M | -5.6% | +1.8% | -7.4% | -6.5% |
| 6M | -10.7% | +98.1% | -108.7% | -22.1% |
| YTD | -17.2% | +73.2% | -90.4% | -26.6% |
| 1Y | -14.2% | +50.7% | -64.9% | -21.7% |
| 3Y | +15.6% | +9.3% | +6.3% | +11.4% |
| All | +26.5% | -24.3% | +50.8% | +26.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling