+166.4%
MTZ vs TENB
-28.0%
+194.4%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -1.6% | +5.4% | +4.1% |
| 7D | +3.6% | -5.0% | +8.5% | +4.4% |
| 30D | -9.6% | -7.4% | -2.3% | -8.9% |
| 3M | -31.9% | +22.3% | -54.2% | -35.3% |
| 6M | -13.8% | +60.2% | -74.0% | -23.2% |
| YTD | +13.3% | +43.2% | -30.0% | +2.9% |
| 1Y | +39.3% | +8.2% | +31.1% | +35.0% |
| 3Y | +168.3% | -23.8% | +192.1% | +176.2% |
| 5Y | +166.4% | -26.9% | +193.3% | +159.7% |
| All | +166.4% | -28.0% | +194.4% | +159.7% |
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