+358.9%
CBOE vs MKC
+29.9%
+329.0%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.4% | -2.7% | -2.3% |
| 7D | -5.8% | -1.5% | -4.4% | -5.5% |
| 30D | -3.1% | -3.1% | 0.0% | -2.6% |
| 3M | -4.8% | +5.2% | -9.9% | -6.2% |
| 6M | -0.6% | -12.8% | +12.3% | +2.0% |
| YTD | +12.8% | -23.3% | +36.1% | +18.8% |
| 1Y | +19.8% | -24.1% | +43.9% | +26.2% |
| 3Y | +86.9% | -32.1% | +119.0% | +100.9% |
| 5Y | +136.5% | -32.8% | +169.3% | +151.5% |
| All | +358.9% | +29.9% | +329.0% | +324.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 MKC 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