+287.0%
MTZ vs TENB
+31.4%
+255.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +3.7% | +4.9% | +7.9% |
| 7D | -2.4% | -8.0% | +5.5% | -0.9% |
| 30D | -11.1% | +5.0% | -16.1% | -12.5% |
| 3M | -30.6% | +20.0% | -50.7% | -34.4% |
| 6M | -54.4% | +100.0% | -154.4% | -62.4% |
| YTD | -13.0% | +85.6% | -98.6% | -28.1% |
| 1Y | -5.7% | +57.8% | -63.5% | -18.8% |
| 3Y | +297.2% | +17.6% | +279.6% | +263.3% |
| 5Y | +95.9% | -21.7% | +117.6% | +86.8% |
| All | +287.0% | +31.4% | +255.6% | +162.9% |
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