+10.2%
MTUM vs TENB
+64.9%
-54.7%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.7% | -2.6% | -2.0% |
| 7D | -10.1% | -2.8% | -7.3% | -9.9% |
| 30D | -15.6% | +22.9% | -38.5% | -16.3% |
| 3M | -12.7% | +31.7% | -44.5% | -13.6% |
| 6M | -3.7% | +127.3% | -131.0% | -7.4% |
| YTD | +9.4% | +101.2% | -91.7% | +6.4% |
| 1Y | +10.2% | +68.7% | -58.5% | +12.4% |
| All | +10.2% | +64.9% | -54.7% | +12.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling