-11.7%
MP vs CBOE
+26.4%
-38.1%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.7% | +3.2% | +1.0% |
| 7D | +3.0% | -4.6% | +7.7% | +1.6% |
| 30D | +8.3% | +2.6% | +5.7% | +9.6% |
| 3M | -3.8% | +4.9% | -8.8% | -1.9% |
| 6M | -4.9% | -2.2% | -2.8% | -3.5% |
| YTD | +9.6% | +17.7% | -8.1% | +8.1% |
| 1Y | -11.7% | +26.1% | -37.8% | -8.8% |
| All | -11.7% | +26.4% | -38.1% | -8.8% |
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 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