+1,094.5%
MPC vs CBOE
+513.5%
+581.0%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.4% | -3.5% | -1.2% |
| 7D | -8.8% | +6.0% | -14.8% | -10.7% |
| 30D | -14.4% | +19.9% | -34.3% | -19.8% |
| 3M | +21.9% | +28.4% | -6.4% | +11.0% |
| 6M | +60.1% | +5.2% | +55.0% | +55.0% |
| YTD | +142.3% | +46.4% | +95.9% | +104.3% |
| 1Y | +101.7% | +41.8% | +59.9% | +72.1% |
| 3Y | +184.8% | +114.4% | +70.3% | +94.7% |
| 5Y | +564.6% | +202.9% | +361.7% | +270.7% |
| All | +1,094.5% | +513.5% | +581.0% | +500.5% |
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