+40.9%
CBOE vs MLM
-14.5%
+55.3%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.8% | +1.9% | -0.1% |
| 7D | +5.3% | -4.1% | +9.4% | +4.8% |
| 30D | +25.5% | +8.2% | +17.3% | +26.7% |
| 3M | +22.5% | -3.6% | +26.1% | +22.3% |
| 6M | +2.6% | -15.6% | +18.2% | +2.4% |
| YTD | +41.8% | -16.4% | +58.2% | +42.8% |
| 1Y | +40.9% | -14.3% | +55.2% | +41.4% |
| All | +40.9% | -14.5% | +55.3% | +41.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling