+139.8%
CBOE vs MKC
-33.0%
+172.8%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.4% | -2.7% | -2.3% |
| 7D | -5.8% | -1.5% | -4.4% | -5.6% |
| 30D | -3.1% | -3.1% | 0.0% | -2.8% |
| 3M | -4.8% | +5.2% | -9.9% | -5.7% |
| 6M | -0.6% | -12.8% | +12.3% | +1.1% |
| YTD | +12.8% | -23.3% | +36.1% | +16.8% |
| 1Y | +19.8% | -24.1% | +43.9% | +24.1% |
| 3Y | +86.9% | -32.1% | +119.0% | +97.9% |
| All | +139.8% | -33.0% | +172.8% | +160.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling