+642.2%
MPC vs CBOE
+149.4%
+492.8%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | +5.4% | -3.6% | +9.1% | +5.7% |
| 30D | +31.0% | +5.1% | +25.9% | +30.5% |
| 3M | +46.0% | +4.6% | +41.4% | +45.5% |
| 6M | +77.3% | -0.3% | +77.6% | +76.9% |
| YTD | +141.9% | +19.8% | +122.2% | +137.7% |
| 1Y | +120.9% | +28.4% | +92.6% | +115.8% |
| 3Y | +182.7% | +104.1% | +78.6% | +149.2% |
| All | +642.2% | +149.4% | +492.8% | +516.4% |
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 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