+9.1%
MDB vs CBOE
+20.5%
-11.4%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.2% | -0.9% | -3.6% |
| 7D | -1.8% | -5.8% | +4.0% | -3.1% |
| 30D | -17.3% | -3.1% | -14.1% | -17.5% |
| 3M | +2.2% | -4.8% | +7.0% | +0.9% |
| 6M | +33.9% | -0.6% | +34.4% | +31.9% |
| YTD | -13.7% | +12.8% | -26.5% | -13.5% |
| 1Y | +9.1% | +19.8% | -10.7% | +10.9% |
| All | +9.1% | +20.5% | -11.4% | +10.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling