+1,739.5%
MULL vs CBOE
+20.5%
+1,719.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.2% | +1.1% | -3.4% |
| 7D | -8.4% | -5.8% | -2.6% | -13.8% |
| 30D | +9.7% | -3.1% | +12.8% | +6.1% |
| 3M | -26.8% | -4.8% | -22.0% | -26.0% |
| 6M | +220.7% | -0.6% | +221.3% | +280.8% |
| YTD | +509.0% | +12.8% | +496.2% | +873.6% |
| 1Y | +1,739.5% | +19.8% | +1,719.7% | +3,335.4% |
| All | +1,739.5% | +20.5% | +1,719.0% | +3,335.4% |
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 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