+164.1%
MLM vs TENB
+3.0%
+161.0%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.7% | +1.8% | +1.3% |
| 7D | -2.9% | -9.1% | +6.2% | -1.2% |
| 30D | -6.8% | -4.9% | -2.0% | -6.4% |
| 3M | -11.2% | +16.9% | -28.2% | -15.1% |
| 6M | -21.8% | +68.0% | -89.8% | -31.3% |
| YTD | -17.0% | +45.6% | -62.5% | -25.3% |
| 1Y | -16.4% | +12.7% | -29.1% | -20.5% |
| 3Y | +14.5% | -24.4% | +38.9% | +16.4% |
| 5Y | +41.7% | -26.7% | +68.5% | +38.4% |
| All | +164.1% | +3.0% | +161.0% | +103.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling