+2,802.6%
MULL vs CBOE
+29.2%
+2,773.4%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.8% | 0.0% | +11.8% | +11.8% |
| 7D | +17.3% | -3.6% | +20.9% | +13.6% |
| 30D | +23.5% | +5.1% | +18.4% | +29.6% |
| 3M | -24.0% | +4.6% | -28.6% | -15.7% |
| 6M | +276.7% | -0.3% | +277.0% | +326.9% |
| YTD | +565.1% | +19.8% | +545.3% | +1,023.5% |
| 1Y | +2,802.6% | +28.4% | +2,774.2% | +5,761.3% |
| All | +2,802.6% | +29.2% | +2,773.4% | +5,761.3% |
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