-37.3%
MP vs CBOE
+42.5%
-79.8%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.1% | +2.0% | +1.9% |
| 7D | +11.0% | +4.5% | +6.5% | +12.6% |
| 30D | -11.7% | +26.2% | -38.0% | -5.3% |
| 3M | -30.8% | +27.1% | -57.9% | -25.5% |
| 6M | -42.9% | +4.2% | -47.1% | -39.7% |
| YTD | -25.9% | +48.0% | -73.9% | -25.8% |
| 1Y | -37.3% | +42.4% | -79.7% | -35.9% |
| All | -37.3% | +42.5% | -79.8% | -35.9% |
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 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