+385.5%
MTZ vs TENB
+3.0%
+382.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.7% | +2.8% | +2.3% |
| 7D | -1.6% | -9.1% | +7.5% | +0.4% |
| 30D | -11.1% | -4.9% | -6.2% | -10.6% |
| 3M | -36.7% | +16.9% | -53.6% | -39.9% |
| 6M | -21.9% | +68.0% | -89.9% | -33.2% |
| YTD | +9.1% | +45.6% | -36.4% | -3.8% |
| 1Y | +30.0% | +12.7% | +17.2% | +22.1% |
| 3Y | +138.5% | -24.4% | +162.8% | +143.3% |
| 5Y | +158.3% | -26.7% | +185.1% | +149.5% |
| All | +385.5% | +3.0% | +382.5% | +251.8% |
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