+453.7%
MP vs CBOE
+222.5%
+231.2%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.7% | +3.2% | +1.6% |
| 7D | +3.0% | -4.6% | +7.7% | +3.1% |
| 30D | +8.3% | +2.6% | +5.7% | +8.3% |
| 3M | -3.8% | +4.9% | -8.8% | -4.3% |
| 6M | -4.9% | -2.2% | -2.8% | -5.4% |
| YTD | +9.6% | +17.7% | -8.1% | +6.0% |
| 1Y | -11.7% | +26.1% | -37.8% | -15.6% |
| 3Y | +158.5% | +97.1% | +61.4% | +115.7% |
| 5Y | +68.9% | +149.2% | -80.3% | +27.5% |
| All | +453.7% | +222.5% | +231.2% | +302.6% |
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 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