+277.5%
MP vs TENB
+46.8%
+230.7%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +3.7% | +3.0% | +5.6% |
| 7D | -1.6% | -8.0% | +6.4% | +0.8% |
| 30D | -18.2% | +5.0% | -23.2% | -19.6% |
| 3M | -26.1% | +20.0% | -46.2% | -31.3% |
| 6M | -44.0% | +100.0% | -144.1% | -56.4% |
| YTD | -25.3% | +85.6% | -110.9% | -41.4% |
| 1Y | -35.6% | +57.8% | -93.4% | -46.6% |
| 3Y | +147.1% | +17.6% | +129.4% | +122.5% |
| 5Y | -11.3% | -21.7% | +10.5% | -13.7% |
| All | +277.5% | +46.8% | +230.7% | +258.9% |
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 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