+41.8%
CBOE vs MLM
-12.9%
+54.8%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.5% | +3.9% | +3.4% |
| 7D | +6.0% | -2.9% | +8.8% | +5.6% |
| 30D | +19.9% | +10.4% | +9.5% | +21.4% |
| 3M | +28.4% | -3.7% | +32.1% | +28.1% |
| 6M | +5.2% | -10.3% | +15.4% | +5.2% |
| YTD | +46.4% | -14.8% | +61.2% | +47.8% |
| 1Y | +41.8% | -13.9% | +55.7% | +43.3% |
| All | +41.8% | -12.9% | +54.8% | +43.3% |
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