+264.6%
MP vs TENB
+41.1%
+223.5%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -3.9% | +0.5% | -2.3% |
| 7D | -3.6% | -10.8% | +7.2% | -0.4% |
| 30D | -21.0% | +0.9% | -21.9% | -21.5% |
| 3M | -33.3% | +14.3% | -47.6% | -37.0% |
| 6M | -45.9% | +92.2% | -138.1% | -57.4% |
| YTD | -27.8% | +78.3% | -106.2% | -42.7% |
| 1Y | -43.2% | +49.5% | -92.7% | -52.1% |
| 3Y | +144.0% | +12.2% | +131.9% | +123.0% |
| 5Y | -6.1% | -22.4% | +16.3% | -8.5% |
| All | +264.6% | +41.1% | +223.5% | +250.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling