+475.1%
MULL vs CBOE
+39.5%
+435.6%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | +0.3% | -14.0% | -13.5% |
| 7D | -35.9% | +7.7% | -43.6% | -30.6% |
| 30D | -47.3% | +24.4% | -71.8% | -34.7% |
| 3M | -30.6% | +20.0% | -50.6% | -17.1% |
| 6M | +13.7% | +2.4% | +11.3% | +28.0% |
| YTD | +272.1% | +38.5% | +233.6% | +672.9% |
| 1Y | +475.1% | +39.0% | +436.1% | +1,085.9% |
| All | +475.1% | +39.5% | +435.6% | +1,085.9% |
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