+1,065.8%
MDB vs CBOE
+193.7%
+872.1%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.5% | +5.8% | +4.7% |
| 7D | -2.8% | -3.7% | +0.9% | -1.9% |
| 30D | -14.9% | +2.0% | -16.8% | -15.3% |
| 3M | +7.3% | -4.2% | +11.6% | +8.0% |
| 6M | +38.2% | +1.2% | +37.0% | +34.8% |
| YTD | -10.9% | +15.4% | -26.3% | -17.1% |
| 1Y | +11.6% | +23.5% | -11.8% | +1.4% |
| 3Y | -0.9% | +93.2% | -94.1% | -28.6% |
| 5Y | -23.5% | +142.0% | -165.5% | -50.9% |
| All | +1,065.8% | +193.7% | +872.1% | +566.2% |
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 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