+123.2%
MPC vs CBOE
+26.4%
+96.8%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.7% | +4.0% | +2.3% |
| 7D | +3.9% | -4.6% | +8.5% | +4.0% |
| 30D | +33.8% | +2.6% | +31.1% | +33.6% |
| 3M | +49.9% | +4.9% | +44.9% | +49.8% |
| 6M | +80.9% | -2.2% | +83.1% | +81.5% |
| YTD | +147.4% | +17.7% | +129.7% | +142.3% |
| 1Y | +123.2% | +26.1% | +97.1% | +116.9% |
| All | +123.2% | +26.4% | +96.8% | +116.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling