-1.6%
MDLN vs CBOE
+39.5%
-41.0%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.4% | +0.3% | +18.1% | +18.3% |
| 7D | +24.7% | +7.7% | +16.9% | +23.6% |
| 30D | +12.7% | +24.4% | -11.7% | +10.1% |
| 3M | -4.0% | +20.0% | -24.0% | -5.8% |
| 6M | -8.7% | +2.4% | -11.0% | -8.8% |
| YTD | -3.9% | +38.5% | -42.5% | -17.8% |
| All | -1.6% | +39.5% | -41.0% | -15.5% |
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