+78.6%
MTB vs TENB
-9.4%
+88.1%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -6.0% | +6.3% | +1.2% |
| 7D | 0.0% | -12.1% | +12.1% | +1.9% |
| 30D | -4.8% | -18.6% | +13.8% | -2.2% |
| 3M | +6.0% | +12.1% | -6.1% | +2.7% |
| 6M | +19.6% | +46.8% | -27.2% | +9.9% |
| YTD | +21.5% | +28.0% | -6.5% | +13.8% |
| 1Y | +24.7% | -1.4% | +26.1% | +22.0% |
| 3Y | +108.6% | -33.9% | +142.5% | +114.6% |
| 5Y | +106.7% | -34.6% | +141.4% | +103.7% |
| All | +78.6% | -9.4% | +88.1% | +38.2% |
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