+2,552.9%
MCO vs CBOE
+1,003.5%
+1,549.4%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.5% | 0.0% | -1.0% |
| 7D | -7.3% | -3.7% | -3.6% | -6.1% |
| 30D | -1.7% | +2.0% | -3.7% | -2.6% |
| 3M | +3.9% | -4.2% | +8.2% | +4.5% |
| 6M | +3.8% | +1.2% | +2.6% | +0.7% |
| YTD | -7.9% | +15.4% | -23.3% | -15.3% |
| 1Y | -6.8% | +23.5% | -30.3% | -16.8% |
| 3Y | +40.9% | +93.2% | -52.2% | +2.1% |
| 5Y | +27.5% | +142.0% | -114.5% | -17.2% |
| 10Y | +381.4% | +379.2% | +2.2% | +123.9% |
| All | +2,552.9% | +1,003.5% | +1,549.4% | +654.9% |
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