+2,581.4%
MULL vs CBOE
+48.4%
+2,533.0%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -0.5% | +5.9% | +4.9% |
| 7D | +14.8% | -0.8% | +15.5% | +13.9% |
| 30D | +36.6% | +2.7% | +33.9% | +39.9% |
| 3M | -8.9% | +0.7% | -9.6% | -3.0% |
| 6M | +311.9% | -2.0% | +313.9% | +344.4% |
| YTD | +579.8% | +17.1% | +562.7% | +833.5% |
| 1Y | +2,421.5% | +26.5% | +2,395.1% | +3,685.9% |
| All | +2,581.4% | +48.4% | +2,533.0% | +5,046.4% |
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