+1,049.8%
MDB vs CBOE
+204.9%
+844.9%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | 0.0% | -4.0% | -4.1% |
| 7D | -17.4% | -3.6% | -13.8% | -16.7% |
| 30D | -2.0% | +5.1% | -7.1% | -3.2% |
| 3M | -3.0% | +4.6% | -7.6% | -4.5% |
| 6M | +48.7% | -0.3% | +48.9% | +45.9% |
| YTD | -12.1% | +19.8% | -31.9% | -18.9% |
| 1Y | +14.5% | +28.4% | -13.9% | +3.1% |
| 3Y | -6.1% | +104.1% | -110.2% | -33.5% |
| 5Y | -27.3% | +150.9% | -178.2% | -53.7% |
| All | +1,049.8% | +204.9% | +844.9% | +551.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling