+79.1%
MTUM vs TENB
-35.4%
+114.6%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -6.0% | +7.3% | +2.3% |
| 7D | +0.7% | -12.1% | +12.8% | +2.8% |
| 30D | -2.4% | -18.6% | +16.2% | +0.5% |
| 3M | -3.6% | +12.1% | -15.7% | -6.9% |
| 6M | +23.7% | +46.8% | -23.1% | +12.8% |
| YTD | +22.9% | +28.0% | -5.1% | +14.6% |
| 1Y | +21.8% | -1.4% | +23.2% | +19.5% |
| 3Y | +114.4% | -33.9% | +148.4% | +123.5% |
| All | +79.1% | -35.4% | +114.6% | +80.0% |
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