+364.9%
MXL vs CBOE
+20.5%
+344.4%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -2.2% | +9.8% | +7.4% |
| 7D | +18.9% | -5.8% | +24.7% | +18.5% |
| 30D | +0.3% | -3.1% | +3.5% | +0.1% |
| 3M | -8.0% | -4.8% | -3.3% | -7.3% |
| 6M | +341.2% | -0.6% | +341.8% | +371.1% |
| YTD | +327.8% | +12.8% | +315.0% | +419.7% |
| 1Y | +364.9% | +19.8% | +345.1% | +500.8% |
| All | +364.9% | +20.5% | +344.4% | +500.8% |
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