+37.0%
MDT vs CBOE
+368.5%
-331.5%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.2% | +1.5% | -0.2% |
| 7D | -3.4% | -5.8% | +2.4% | -1.9% |
| 30D | +0.2% | -3.1% | +3.4% | +0.9% |
| 3M | +14.3% | -4.8% | +19.0% | +15.0% |
| 6M | +4.0% | -0.6% | +4.6% | +2.4% |
| YTD | -3.7% | +12.8% | -16.5% | -8.9% |
| 1Y | -0.4% | +19.8% | -20.1% | -7.6% |
| 3Y | +23.3% | +86.9% | -63.6% | -2.8% |
| 5Y | -18.9% | +136.5% | -155.4% | -41.8% |
| All | +37.0% | +368.5% | -331.5% | -15.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling