+1,134.0%
MPC vs CBOE
+385.3%
+748.7%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.7% | +4.0% | +2.9% |
| 7D | +3.9% | -4.6% | +8.5% | +5.5% |
| 30D | +33.8% | +2.6% | +31.1% | +32.2% |
| 3M | +49.9% | +4.9% | +44.9% | +45.8% |
| 6M | +80.9% | -2.2% | +83.1% | +78.5% |
| YTD | +147.4% | +17.7% | +129.7% | +125.9% |
| 1Y | +123.2% | +26.1% | +97.1% | +97.4% |
| 3Y | +171.7% | +97.1% | +74.6% | +86.9% |
| 5Y | +678.6% | +149.2% | +529.4% | +361.7% |
| 10Y | +1,134.0% | +385.1% | +749.0% | +436.3% |
| All | +1,134.0% | +385.3% | +748.7% | +436.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling