+308.7%
MMM vs CBOE
+1,045.3%
-736.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.2% | +0.2% |
| 7D | -3.3% | -3.6% | +0.3% | -2.7% |
| 30D | -7.0% | +5.1% | -12.1% | -8.0% |
| 3M | +10.8% | +4.6% | +6.2% | +9.3% |
| 6M | +5.8% | -0.3% | +6.0% | +4.6% |
| YTD | +6.8% | +19.8% | -13.0% | +1.4% |
| 1Y | +10.4% | +28.4% | -18.0% | +3.1% |
| 3Y | +104.7% | +104.1% | +0.6% | +68.5% |
| 5Y | +23.6% | +150.9% | -127.3% | -4.3% |
| 10Y | +54.1% | +393.5% | -339.4% | -3.5% |
| All | +308.7% | +1,045.3% | -736.6% | +79.1% |
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 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