+966.8%
MOD vs CBOE
+526.1%
+440.7%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -0.1% | +10.0% | +9.9% |
| 7D | -13.9% | +1.0% | -15.0% | -14.0% |
| 30D | -41.5% | +16.0% | -57.5% | -42.6% |
| 3M | -45.7% | +23.4% | -69.2% | -47.2% |
| 6M | -61.1% | +1.7% | -62.8% | -61.3% |
| YTD | -20.5% | +41.6% | -62.1% | -25.9% |
| 1Y | -32.1% | +38.5% | -70.6% | -36.5% |
| 3Y | +146.5% | +105.7% | +40.7% | +99.3% |
| 5Y | +812.7% | +185.4% | +627.3% | +543.3% |
| 10Y | +966.8% | +504.1% | +462.7% | +351.8% |
| All | +966.8% | +526.1% | +440.7% | +351.8% |
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