-9.7%
MDB vs CBOE
+97.4%
-107.1%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.7% | -1.8% | -4.0% |
| 7D | -18.0% | -4.6% | -13.4% | -19.4% |
| 30D | -10.7% | +2.6% | -13.4% | -9.7% |
| 3M | +1.0% | +4.9% | -4.0% | +3.2% |
| 6M | +31.6% | -2.2% | +33.8% | +30.9% |
| YTD | -15.2% | +17.7% | -32.9% | -9.2% |
| 1Y | +10.1% | +26.1% | -16.0% | +21.2% |
| All | -9.7% | +97.4% | -107.1% | -8.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling