-24.5%
MDB vs CBOE
+146.7%
-171.2%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.2% | +0.7% |
| 7D | -4.5% | -0.8% | -3.8% | -4.5% |
| 30D | -14.0% | +2.7% | -16.7% | -14.1% |
| 3M | +5.3% | +0.7% | +4.6% | +5.3% |
| 6M | +31.9% | -2.0% | +33.9% | +30.3% |
| YTD | -14.6% | +17.1% | -31.7% | -19.2% |
| 1Y | +8.2% | +26.5% | -18.3% | +0.2% |
| 3Y | -5.0% | +96.1% | -101.1% | -37.8% |
| 5Y | -24.5% | +149.3% | -173.8% | -63.0% |
| All | -24.5% | +146.7% | -171.2% | -63.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling