-8.6%
MCD vs CBOE
+42.5%
-51.1%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.4% |
| 7D | -1.6% | +4.5% | -6.1% | -1.8% |
| 30D | +16.0% | +26.2% | -10.2% | +14.7% |
| 3M | 0.0% | +27.1% | -27.2% | -1.2% |
| 6M | +0.9% | +4.2% | -3.2% | -0.4% |
| YTD | -8.7% | +48.0% | -56.8% | -11.7% |
| 1Y | -8.6% | +42.4% | -51.0% | -10.9% |
| All | -8.6% | +42.5% | -51.1% | -10.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling