+40.4%
MXL vs TENB
-35.4%
+75.8%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -6.0% | +13.5% | +10.1% |
| 7D | +18.9% | -12.1% | +30.9% | +25.1% |
| 30D | +0.3% | -18.6% | +18.9% | +7.7% |
| 3M | -8.0% | +12.1% | -20.1% | -16.3% |
| 6M | +341.2% | +46.8% | +294.4% | +248.3% |
| YTD | +327.8% | +28.0% | +299.9% | +254.5% |
| 1Y | +364.9% | -1.4% | +366.3% | +337.5% |
| 3Y | +229.2% | -33.9% | +263.2% | +259.3% |
| All | +40.4% | -35.4% | +75.8% | +51.6% |
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