+213.3%
MCD vs CBOE
+521.7%
-308.3%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.4% | -3.2% | -0.6% |
| 7D | +7.3% | +6.0% | +1.3% | +5.7% |
| 30D | +20.0% | +19.9% | 0.0% | +14.4% |
| 3M | +3.8% | +28.4% | -24.5% | -2.9% |
| 6M | +3.8% | +5.2% | -1.4% | +1.5% |
| YTD | -5.9% | +46.4% | -52.3% | -16.7% |
| 1Y | -3.2% | +41.8% | -45.0% | -13.6% |
| 3Y | +13.3% | +114.4% | -101.2% | -12.0% |
| 5Y | +25.2% | +202.9% | -177.7% | -14.0% |
| 10Y | +213.3% | +511.3% | -298.0% | +89.1% |
| All | +213.3% | +521.7% | -308.3% | +89.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CBOE.
Daily Out/Under-Performance
Portfolio return minus CBOE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBOE 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 10y: compounded portfolio wealth divided by compounded CBOE 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…
10y analysis · Full analysis span regression · 6 months rolling