-34.6%
MP vs CBOE
+39.5%
-74.1%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +0.3% | -5.3% | -5.0% |
| 7D | -12.5% | +7.7% | -20.3% | -10.5% |
| 30D | -23.3% | +24.4% | -47.7% | -18.6% |
| 3M | -24.4% | +20.0% | -44.4% | -20.3% |
| 6M | -45.8% | +2.4% | -48.1% | -43.6% |
| YTD | -28.9% | +38.5% | -67.5% | -34.6% |
| 1Y | -34.6% | +39.0% | -73.5% | -39.7% |
| All | -34.6% | +39.5% | -74.1% | -39.7% |
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