+503.2%
MCD vs CBOE
+1,316.0%
-812.8%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.4% |
| 7D | -1.6% | +4.5% | -6.1% | -2.5% |
| 30D | +16.0% | +26.2% | -10.2% | +10.3% |
| 3M | 0.0% | +27.1% | -27.2% | -5.4% |
| 6M | +0.9% | +4.2% | -3.2% | -0.8% |
| YTD | -8.7% | +48.0% | -56.8% | -17.6% |
| 1Y | -8.6% | +42.4% | -51.0% | -16.8% |
| 3Y | +9.9% | +116.8% | -107.0% | -10.3% |
| 5Y | +22.6% | +199.0% | -176.4% | -8.2% |
| 10Y | +204.6% | +515.4% | -310.8% | +95.8% |
| All | +503.2% | +1,316.0% | -812.8% | +220.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling