+2,968.0%
MPC vs CBOE
+1,719.3%
+1,248.7%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.3% | -1.2% |
| 7D | -16.2% | +5.3% | -21.5% | -17.9% |
| 30D | -15.7% | +25.5% | -41.2% | -23.0% |
| 3M | +24.9% | +22.5% | +2.4% | +14.5% |
| 6M | +52.7% | +2.6% | +50.1% | +48.2% |
| YTD | +131.9% | +41.8% | +90.1% | +95.0% |
| 1Y | +96.6% | +40.9% | +55.8% | +65.6% |
| 3Y | +163.8% | +108.7% | +55.1% | +78.7% |
| 5Y | +533.1% | +181.4% | +351.7% | +260.3% |
| 10Y | +1,118.6% | +531.6% | +587.1% | +348.2% |
| All | +2,968.0% | +1,719.3% | +1,248.7% | +414.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling