-39.5%
MDB vs CBOE
+197.4%
-236.9%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.5% |
| 7D | +11.6% | +4.5% | +7.1% | +11.3% |
| 30D | -8.9% | +26.2% | -35.1% | -10.6% |
| 3M | -22.4% | +27.1% | -49.5% | -23.9% |
| 6M | +10.1% | +4.2% | +5.9% | +10.2% |
| YTD | -19.0% | +48.0% | -67.1% | -25.0% |
| 1Y | -7.0% | +42.4% | -49.4% | -13.1% |
| 3Y | -9.8% | +116.8% | -126.7% | -35.5% |
| All | -39.5% | +197.4% | -236.9% | -71.0% |
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