+1,860.5%
MU vs TENB
+1.3%
+1,859.2%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.1% | +2.8% | +2.8% |
| 7D | +7.5% | -1.7% | +9.2% | +8.0% |
| 30D | +19.4% | -8.3% | +27.6% | +21.4% |
| 3M | +9.8% | +26.2% | -16.3% | -0.7% |
| 6M | +164.1% | +60.2% | +104.0% | +118.1% |
| YTD | +260.3% | +43.1% | +217.2% | +205.2% |
| 1Y | +661.2% | +9.4% | +651.8% | +606.4% |
| 3Y | +1,380.8% | -23.9% | +1,404.7% | +1,408.8% |
| 5Y | +1,346.4% | -28.2% | +1,374.6% | +1,294.2% |
| All | +1,860.5% | +1.3% | +1,859.2% | +1,191.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling