+1,314.1%
MCK vs CBOE
+978.8%
+335.3%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.2% | +2.3% | +0.7% |
| 7D | -2.9% | -5.8% | +2.9% | -1.4% |
| 30D | +0.4% | -3.1% | +3.6% | +1.1% |
| 3M | +12.1% | -4.8% | +16.9% | +12.9% |
| 6M | -5.4% | -0.6% | -4.9% | -6.7% |
| YTD | +7.8% | +12.8% | -5.0% | +2.7% |
| 1Y | +22.9% | +19.8% | +3.2% | +15.1% |
| 3Y | +110.7% | +86.9% | +23.8% | +72.1% |
| 5Y | +346.2% | +136.5% | +209.6% | +236.7% |
| 10Y | +440.1% | +368.4% | +71.7% | +229.9% |
| All | +1,314.1% | +978.8% | +335.3% | +518.2% |
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 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