+51.2%
MMM vs CBOE
+379.3%
-328.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.6% | -0.7% |
| 7D | -3.2% | -3.7% | +0.5% | -2.7% |
| 30D | -10.7% | +2.0% | -12.6% | -11.0% |
| 3M | +4.3% | -4.2% | +8.5% | +4.6% |
| 6M | +5.9% | +1.2% | +4.7% | +4.7% |
| YTD | +3.2% | +15.4% | -12.2% | -0.6% |
| 1Y | +8.0% | +23.5% | -15.5% | +2.7% |
| 3Y | +99.1% | +93.2% | +5.9% | +69.0% |
| 5Y | +25.7% | +142.0% | -116.2% | +0.3% |
| All | +51.2% | +379.3% | -328.1% | +6.1% |
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 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