-33.9%
TENB vs MDY
+48.5%
-82.4%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +0.8% | -6.8% | -6.7% |
| 7D | -12.1% | -1.9% | -10.2% | -10.7% |
| 30D | -18.6% | -4.6% | -14.0% | -15.3% |
| 3M | +12.1% | -1.2% | +13.3% | +13.3% |
| 6M | +46.8% | +9.2% | +37.6% | +35.8% |
| YTD | +28.0% | +13.1% | +14.9% | +14.9% |
| 1Y | -1.4% | +13.0% | -14.4% | -11.5% |
| 3Y | -33.9% | +49.2% | -83.2% | -49.3% |
| All | -33.9% | +48.5% | -82.4% | -49.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 3y: compounded portfolio wealth divided by compounded MDY 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…
3y analysis · Full analysis span regression · 6 months rolling