+77.6%
MTB vs TENB
+1.4%
+76.2%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.6% | +1.0% | -0.3% |
| 7D | +2.8% | -5.0% | +7.8% | +3.5% |
| 30D | -4.2% | -7.4% | +3.2% | -3.4% |
| 3M | +7.8% | +22.3% | -14.5% | +3.1% |
| 6M | +14.8% | +60.2% | -45.3% | +4.3% |
| YTD | +20.8% | +43.2% | -22.4% | +11.3% |
| 1Y | +23.1% | +8.2% | +15.0% | +18.9% |
| 3Y | +114.8% | -23.8% | +138.6% | +116.4% |
| 5Y | +103.3% | -26.9% | +130.1% | +97.0% |
| All | +77.6% | +1.4% | +76.2% | +35.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling