+28.5%
MMM vs CBOE
+147.9%
-119.4%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.7% | +1.1% | -0.6% |
| 7D | -1.6% | -4.6% | +3.0% | -1.4% |
| 30D | -8.0% | +2.6% | -10.6% | -8.1% |
| 3M | +9.4% | +4.9% | +4.4% | +9.1% |
| 6M | +10.2% | -2.2% | +12.4% | +10.4% |
| YTD | +6.1% | +17.7% | -11.6% | +4.6% |
| 1Y | +10.8% | +26.1% | -15.3% | +8.5% |
| 3Y | +104.8% | +97.1% | +7.7% | +82.2% |
| All | +28.5% | +147.9% | -119.4% | +7.6% |
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