+194.2%
MNST vs TENB
+26.2%
+167.9%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.9% | +3.3% | -0.1% |
| 7D | -3.9% | -10.8% | +6.9% | -2.4% |
| 30D | +3.9% | +0.9% | +3.0% | +3.4% |
| 3M | -0.8% | +14.3% | -15.2% | -3.6% |
| 6M | +5.1% | +92.2% | -87.1% | -6.5% |
| YTD | +18.3% | +78.3% | -60.1% | +5.5% |
| 1Y | +29.5% | +49.5% | -20.0% | +18.9% |
| 3Y | +64.0% | +12.2% | +51.9% | +55.4% |
| 5Y | +97.2% | -22.4% | +119.6% | +91.0% |
| All | +194.2% | +26.2% | +167.9% | +127.9% |
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