+1,423.3%
MU vs TENB
+23.5%
+1,399.8%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.4% | +2.8% | -0.3% |
| 7D | +21.6% | -7.0% | +28.7% | +24.2% |
| 30D | -16.2% | -0.6% | -15.6% | -16.0% |
| 3M | -12.4% | +10.9% | -23.3% | -16.6% |
| 6M | +4.2% | +95.4% | -91.2% | -19.0% |
| YTD | +180.0% | +74.5% | +105.5% | +121.3% |
| 1Y | +226.4% | +49.2% | +177.2% | +172.2% |
| 3Y | +969.7% | +9.7% | +960.0% | +870.2% |
| 5Y | +957.9% | -24.6% | +982.5% | +910.6% |
| All | +1,423.3% | +23.5% | +1,399.8% | +836.5% |
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