+23.0%
MMM vs CBOE
+39.5%
-16.5%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | +0.3% | +9.3% | +9.6% |
| 7D | +12.2% | +7.7% | +4.5% | +12.8% |
| 30D | +18.8% | +24.4% | -5.6% | +20.8% |
| 3M | +7.4% | +20.0% | -12.7% | +9.2% |
| 6M | +38.3% | +2.4% | +36.0% | +40.2% |
| YTD | +22.9% | +38.5% | -15.7% | +24.6% |
| 1Y | +23.0% | +39.0% | -16.0% | +25.1% |
| All | +23.0% | +39.5% | -16.5% | +25.1% |
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