-10.9%
MP vs TENB
-24.3%
+13.5%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.7% | +4.2% | +3.7% |
| 7D | +9.5% | -3.3% | +12.7% | +10.5% |
| 30D | -3.0% | +6.9% | -9.9% | -5.3% |
| 3M | -30.4% | +1.8% | -32.2% | -31.9% |
| 6M | -39.2% | +98.1% | -137.2% | -52.9% |
| YTD | -23.3% | +73.2% | -96.5% | -38.9% |
| 1Y | -32.6% | +50.7% | -83.3% | -43.6% |
| 3Y | +159.3% | +9.3% | +149.9% | +139.3% |
| All | -10.9% | -24.3% | +13.5% | -11.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling