+1,166.2%
MPC vs CBOE
+514.1%
+652.2%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.1% | +2.6% | +2.5% |
| 7D | +9.4% | +4.5% | +4.9% | +7.8% |
| 30D | -13.4% | +26.2% | -39.7% | -20.3% |
| 3M | +18.9% | +27.1% | -8.3% | +8.6% |
| 6M | +64.9% | +4.2% | +60.7% | +60.3% |
| YTD | +156.8% | +48.0% | +108.8% | +115.7% |
| 1Y | +113.2% | +42.4% | +70.7% | +81.7% |
| 3Y | +201.8% | +116.8% | +85.0% | +105.6% |
| 5Y | +601.4% | +199.0% | +402.3% | +295.1% |
| All | +1,166.2% | +514.1% | +652.2% | +530.4% |
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