+142.0%
CBOE vs MTB
+101.1%
+40.9%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.4% | -1.9% | -1.5% |
| 7D | -3.7% | -0.4% | -3.3% | -3.7% |
| 30D | +2.0% | -4.6% | +6.6% | +2.1% |
| 3M | -4.2% | +7.4% | -11.7% | -4.5% |
| 6M | +1.2% | +18.7% | -17.5% | +0.5% |
| YTD | +15.4% | +21.1% | -5.7% | +14.4% |
| 1Y | +23.5% | +24.1% | -0.6% | +22.2% |
| 3Y | +93.2% | +115.3% | -22.2% | +79.2% |
| 5Y | +142.0% | +106.0% | +35.9% | +129.4% |
| All | +142.0% | +101.1% | +40.9% | +129.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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