+201.1%
MRK vs TENB
-9.4%
+210.5%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -6.0% | +5.5% | -0.2% |
| 7D | -4.3% | -12.1% | +7.8% | -3.7% |
| 30D | +8.3% | -18.6% | +26.9% | +9.3% |
| 3M | +20.0% | +12.1% | +8.0% | +18.5% |
| 6M | +25.7% | +46.8% | -21.1% | +21.6% |
| YTD | +38.7% | +28.0% | +10.8% | +35.2% |
| 1Y | +74.7% | -1.4% | +76.1% | +73.4% |
| 3Y | +45.4% | -33.9% | +79.3% | +47.2% |
| 5Y | +129.0% | -34.6% | +163.7% | +126.1% |
| All | +201.1% | -9.4% | +210.5% | +161.3% |
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 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