+253.3%
MDT vs CBOE
+1,020.3%
-767.0%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.4% |
| 7D | -0.3% | -0.8% | +0.5% | -0.1% |
| 30D | +2.8% | +2.7% | +0.1% | +1.9% |
| 3M | +13.1% | +0.7% | +12.4% | +12.1% |
| 6M | +2.3% | -2.0% | +4.3% | +1.3% |
| YTD | -2.7% | +17.1% | -19.8% | -8.5% |
| 1Y | +0.9% | +26.5% | -25.6% | -7.4% |
| 3Y | +26.8% | +96.1% | -69.3% | +0.6% |
| 5Y | -19.5% | +149.3% | -168.8% | -41.3% |
| 10Y | +40.6% | +386.5% | -345.9% | -17.5% |
| All | +253.3% | +1,020.3% | -767.0% | +44.7% |
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