+20.4%
MCD vs CBOE
+151.5%
-131.1%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.7% | +1.7% | +0.3% |
| 7D | -2.0% | -4.6% | +2.6% | -1.3% |
| 30D | -6.1% | +2.6% | -8.8% | -6.6% |
| 3M | -7.3% | +4.9% | -12.2% | -8.3% |
| 6M | -20.9% | -2.2% | -18.8% | -21.4% |
| YTD | -14.7% | +17.7% | -32.4% | -18.6% |
| 1Y | -16.1% | +26.1% | -42.2% | -21.3% |
| 3Y | -1.5% | +97.1% | -98.6% | -18.1% |
| 5Y | +20.4% | +149.2% | -128.7% | -8.2% |
| All | +20.4% | +151.5% | -131.1% | -8.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling