+443.0%
MP vs CBOE
+220.9%
+222.1%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.5% | -1.4% | -1.9% |
| 7D | -0.7% | -0.8% | 0.0% | -0.7% |
| 30D | -0.7% | +2.7% | -3.3% | -0.7% |
| 3M | 0.0% | +0.7% | -0.7% | -0.2% |
| 6M | -10.0% | -2.0% | -8.0% | -10.5% |
| YTD | +7.5% | +17.1% | -9.7% | +3.9% |
| 1Y | -14.0% | +26.5% | -40.5% | -17.8% |
| 3Y | +153.5% | +96.1% | +57.4% | +111.5% |
| 5Y | +62.7% | +149.3% | -86.6% | +22.7% |
| All | +443.0% | +220.9% | +222.1% | +294.9% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling