+1,036.7%
CBOE vs MTB
+381.7%
+654.9%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.6% | -1.1% | -1.6% |
| 7D | -4.6% | +2.8% | -7.4% | -5.2% |
| 30D | +2.6% | -4.2% | +6.8% | +3.5% |
| 3M | +4.9% | +7.8% | -2.9% | +3.2% |
| 6M | -2.2% | +14.8% | -17.0% | -5.2% |
| YTD | +17.7% | +20.8% | -3.1% | +12.7% |
| 1Y | +26.1% | +23.1% | +3.0% | +20.0% |
| 3Y | +97.1% | +114.8% | -17.7% | +60.3% |
| 5Y | +149.2% | +103.3% | +45.9% | +98.9% |
| 10Y | +385.1% | +173.0% | +212.1% | +229.8% |
| All | +1,036.7% | +381.7% | +654.9% | +545.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling