+165.8%
MLM vs TENB
+26.7%
+139.1%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.6% | +2.8% | -1.0% |
| 7D | -4.1% | -17.0% | +12.9% | -1.0% |
| 30D | +8.2% | +8.2% | 0.0% | +6.3% |
| 3M | -3.6% | +16.5% | -20.1% | -7.4% |
| 6M | -15.6% | +99.1% | -114.7% | -28.1% |
| YTD | -16.4% | +79.0% | -95.5% | -28.2% |
| 1Y | -14.3% | +53.9% | -68.2% | -23.9% |
| 3Y | +19.3% | +13.8% | +5.5% | +11.4% |
| 5Y | +29.6% | -24.4% | +53.9% | +25.8% |
| All | +165.8% | +26.7% | +139.1% | +96.0% |
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