-20.7%
MDLN vs CBOE
+13.5%
-34.2%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.2% | +2.7% | +0.7% |
| 7D | -11.1% | -5.8% | -5.3% | -10.4% |
| 30D | -8.4% | -3.1% | -5.2% | -8.1% |
| 3M | -12.4% | -4.8% | -7.6% | -11.2% |
| 6M | -23.3% | -0.6% | -22.7% | -25.7% |
| YTD | -22.5% | +12.8% | -35.3% | -32.3% |
| All | -20.7% | +13.5% | -34.2% | -30.4% |
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