+106.0%
CBOE vs MLM
+15.1%
+90.8%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.2% | +0.1% |
| 7D | -3.6% | -2.9% | -0.7% | -3.8% |
| 30D | +5.1% | -6.8% | +11.9% | +4.6% |
| 3M | +4.6% | -11.2% | +15.8% | +4.0% |
| 6M | -0.3% | -21.8% | +21.6% | -1.5% |
| YTD | +19.8% | -17.0% | +36.7% | +18.9% |
| 1Y | +28.4% | -16.4% | +44.7% | +27.6% |
| All | +106.0% | +15.1% | +90.8% | +99.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling