+647.2%
MCHP vs CBOE
+1,020.3%
-373.1%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.4% |
| 7D | +0.3% | -0.8% | +1.1% | +0.5% |
| 30D | -9.8% | +2.7% | -12.4% | -10.5% |
| 3M | -19.7% | +0.7% | -20.4% | -20.6% |
| 6M | +13.6% | -2.0% | +15.5% | +12.3% |
| YTD | +16.5% | +17.1% | -0.6% | +9.6% |
| 1Y | +15.7% | +26.5% | -10.8% | +6.2% |
| 3Y | 0.0% | +96.1% | -96.2% | -22.6% |
| 5Y | +4.4% | +149.3% | -144.9% | -26.5% |
| 10Y | +201.4% | +386.5% | -185.1% | +69.8% |
| All | +647.2% | +1,020.3% | -373.1% | +198.0% |
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 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