+199.5%
MCHP vs CBOE
+368.5%
-169.1%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -2.2% | +5.9% | +4.1% |
| 7D | 0.0% | -5.8% | +5.9% | +1.2% |
| 30D | -6.0% | -3.1% | -2.9% | -5.6% |
| 3M | -19.7% | -4.8% | -14.9% | -19.5% |
| 6M | +14.0% | -0.6% | +14.6% | +12.4% |
| YTD | +18.4% | +12.8% | +5.6% | +12.5% |
| 1Y | +17.1% | +19.8% | -2.7% | +9.1% |
| 3Y | +0.7% | +86.9% | -86.2% | -22.4% |
| 5Y | +5.1% | +136.5% | -131.4% | -27.5% |
| All | +199.5% | +368.5% | -169.1% | +85.0% |
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