+58.1%
MP vs CBOE
+149.4%
-91.3%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | 0.0% | +1.4% | +1.4% |
| 7D | -2.9% | -3.6% | +0.8% | -3.0% |
| 30D | +13.8% | +5.1% | +8.7% | +14.1% |
| 3M | -16.7% | +4.6% | -21.3% | -16.5% |
| 6M | -11.5% | -0.3% | -11.2% | -11.5% |
| YTD | +7.9% | +19.8% | -11.8% | +5.6% |
| 1Y | -15.0% | +28.4% | -43.4% | -17.5% |
| 3Y | +153.5% | +104.1% | +49.4% | +109.3% |
| All | +58.1% | +149.4% | -91.3% | +15.0% |
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 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