-2.0%
CBOE vs MDY
+10.5%
-12.5%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.6% | -1.0% |
| 7D | -0.8% | -0.8% | 0.0% | -1.1% |
| 30D | +2.7% | -3.9% | +6.6% | +1.0% |
| 3M | +0.7% | 0.0% | +0.8% | +0.9% |
| 6M | -2.0% | +8.5% | -10.5% | -0.6% |
| All | -2.0% | +10.5% | -12.5% | -0.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling