-44.8%
MP vs CBOE
+39.0%
-83.8%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.1% | +4.9% | +5.0% |
| 7D | -10.5% | +5.3% | -15.8% | -9.0% |
| 30D | -23.5% | +25.5% | -49.0% | -18.2% |
| 3M | -25.4% | +22.5% | -47.9% | -20.6% |
| 6M | -51.3% | +2.6% | -53.9% | -49.2% |
| YTD | -29.9% | +41.8% | -71.7% | -30.5% |
| All | -44.8% | +39.0% | -83.8% | -46.0% |
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