+2,330.7%
MULL vs CBOE
+46.2%
+2,284.5%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -1.5% | -7.8% | -10.8% |
| 7D | +3.6% | -3.7% | +7.3% | -0.3% |
| 30D | +22.0% | +2.0% | +20.1% | +24.1% |
| 3M | -8.6% | -4.2% | -4.4% | -7.6% |
| 6M | +248.5% | +1.2% | +247.3% | +291.9% |
| YTD | +516.3% | +15.4% | +500.9% | +732.7% |
| 1Y | +2,036.6% | +23.5% | +2,013.1% | +3,031.3% |
| All | +2,330.7% | +46.2% | +2,284.5% | +4,490.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling