+515.9%
CBOE vs MLM
+140.5%
+375.4%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.8% | +2.0% | +1.3% |
| 7D | +6.9% | -5.8% | +12.8% | +8.1% |
| 30D | +24.1% | +9.8% | +14.3% | +21.8% |
| 3M | +30.9% | -5.2% | +36.1% | +31.9% |
| 6M | +5.9% | -10.3% | +16.1% | +7.4% |
| YTD | +48.2% | -15.5% | +63.6% | +51.5% |
| 1Y | +43.5% | -15.0% | +58.5% | +46.5% |
| 3Y | +117.0% | +17.5% | +99.6% | +100.6% |
| 5Y | +203.4% | +30.5% | +172.8% | +167.9% |
| 10Y | +515.9% | +145.5% | +370.4% | +324.8% |
| All | +515.9% | +140.5% | +375.4% | +324.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MLM.
Daily Out/Under-Performance
Portfolio return minus MLM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MLM 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 MLM 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