-10.9%
MP vs CBOE
+202.6%
-213.5%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.8% | +1.7% | +3.6% |
| 7D | +9.5% | +6.3% | +3.2% | +10.0% |
| 30D | -3.0% | +24.9% | -27.9% | -1.5% |
| 3M | -30.4% | +28.5% | -58.8% | -29.2% |
| 6M | -39.2% | +2.9% | -42.1% | -37.4% |
| YTD | -23.3% | +50.7% | -73.9% | -23.6% |
| 1Y | -32.6% | +45.5% | -78.1% | -32.7% |
| 3Y | +159.3% | +116.3% | +42.9% | +139.1% |
| All | -10.9% | +202.6% | -213.5% | -31.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling