+188.8%
MTUM vs TENB
-3.6%
+192.4%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.9% | +2.9% | -0.9% |
| 7D | +1.2% | -7.1% | +8.4% | +2.8% |
| 30D | -1.7% | -15.4% | +13.7% | +1.3% |
| 3M | -0.5% | +19.5% | -20.0% | -5.9% |
| 6M | +22.3% | +54.8% | -32.5% | +7.8% |
| YTD | +21.4% | +36.1% | -14.8% | +9.5% |
| 1Y | +20.0% | +7.0% | +13.0% | +14.5% |
| 3Y | +113.0% | -27.6% | +140.5% | +118.1% |
| 5Y | +77.3% | -30.5% | +107.7% | +72.8% |
| All | +188.8% | -3.6% | +192.4% | +122.6% |
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