+1,036.7%
CBOE vs MKC
+262.5%
+774.2%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.3% | -1.3% | -1.6% |
| 7D | -4.6% | -4.3% | -0.3% | -3.6% |
| 30D | +2.6% | -2.0% | +4.6% | +3.0% |
| 3M | +4.9% | +10.0% | -5.1% | +2.0% |
| 6M | -2.2% | -18.5% | +16.4% | +2.6% |
| YTD | +17.7% | -22.4% | +40.1% | +24.5% |
| 1Y | +26.1% | -23.6% | +49.7% | +33.6% |
| 3Y | +97.1% | -30.4% | +127.6% | +112.0% |
| 5Y | +149.2% | -34.2% | +183.4% | +168.6% |
| 10Y | +385.1% | +26.8% | +358.3% | +307.1% |
| All | +1,036.7% | +262.5% | +774.2% | +478.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling