+229.2%
MXL vs CBOE
+89.1%
+140.1%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -2.2% | +9.8% | +6.7% |
| 7D | +18.9% | -5.8% | +24.7% | +16.3% |
| 30D | +0.3% | -3.1% | +3.5% | -0.8% |
| 3M | -8.0% | -4.8% | -3.3% | -9.0% |
| 6M | +341.2% | -0.6% | +341.8% | +356.8% |
| YTD | +327.8% | +12.8% | +315.0% | +392.8% |
| 1Y | +364.9% | +19.8% | +345.1% | +465.8% |
| 3Y | +229.2% | +86.9% | +142.3% | +369.4% |
| All | +229.2% | +89.1% | +140.1% | +369.4% |
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 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