+156.7%
CBOE vs MLM
+41.9%
+114.8%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.2% | -0.1% |
| 7D | -3.6% | -2.9% | -0.7% | -3.4% |
| 30D | +5.1% | -6.8% | +11.9% | +5.7% |
| 3M | +4.6% | -11.2% | +15.8% | +5.6% |
| 6M | -0.3% | -21.8% | +21.6% | +2.2% |
| YTD | +19.8% | -17.0% | +36.7% | +21.6% |
| 1Y | +28.4% | -16.4% | +44.7% | +30.0% |
| 3Y | +104.1% | +14.5% | +89.6% | +90.3% |
| All | +156.7% | +41.9% | +114.8% | +125.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling