+1,031.0%
CBOE vs MDY
+493.4%
+537.6%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.6% | 0.0% |
| 7D | -0.8% | -0.8% | 0.0% | -0.4% |
| 30D | +2.7% | -3.9% | +6.6% | +4.4% |
| 3M | +0.7% | 0.0% | +0.8% | +0.4% |
| 6M | -2.0% | +8.5% | -10.5% | -6.0% |
| YTD | +17.1% | +13.2% | +3.9% | +10.0% |
| 1Y | +26.5% | +15.0% | +11.5% | +17.6% |
| 3Y | +96.1% | +49.6% | +46.6% | +54.8% |
| 5Y | +149.3% | +46.0% | +103.3% | +95.7% |
| 10Y | +386.5% | +176.4% | +210.1% | +151.4% |
| All | +1,031.0% | +493.4% | +537.6% | +272.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling