+385.1%
CBOE vs MLM
+204.6%
+180.5%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.2% | -1.6% |
| 7D | -4.6% | +1.4% | -6.0% | -4.9% |
| 30D | +2.6% | -6.5% | +9.2% | +3.9% |
| 3M | +4.9% | -7.4% | +12.4% | +6.0% |
| 6M | -2.2% | -15.8% | +13.7% | +0.6% |
| YTD | +17.7% | -17.4% | +35.1% | +21.2% |
| 1Y | +26.1% | -17.9% | +44.0% | +29.7% |
| 3Y | +97.1% | +18.9% | +78.2% | +81.4% |
| 5Y | +149.2% | +43.4% | +105.7% | +114.6% |
| 10Y | +385.1% | +206.2% | +178.9% | +231.2% |
| All | +385.1% | +204.6% | +180.5% | +231.2% |
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