+181.3%
MCD vs CBOE
+385.3%
-204.0%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.8% |
| 7D | -2.9% | -0.8% | -2.1% | -2.7% |
| 30D | -6.7% | +2.7% | -9.4% | -7.5% |
| 3M | -9.6% | +0.7% | -10.3% | -10.3% |
| 6M | -22.3% | -2.0% | -20.3% | -23.1% |
| YTD | -15.4% | +17.1% | -32.6% | -20.6% |
| 1Y | -16.8% | +26.5% | -43.3% | -23.7% |
| 3Y | -2.4% | +96.1% | -98.5% | -22.8% |
| 5Y | +19.4% | +149.3% | -129.9% | -13.7% |
| 10Y | +181.3% | +386.5% | -205.2% | +77.3% |
| All | +181.3% | +385.3% | -204.0% | +77.3% |
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