+385.1%
MXL vs CBOE
+1,020.3%
-635.2%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -0.5% | +8.0% | +7.7% |
| 7D | +19.0% | -0.8% | +19.8% | +19.2% |
| 30D | +4.5% | +2.7% | +1.8% | +3.5% |
| 3M | -1.5% | +0.7% | -2.2% | -3.1% |
| 6M | +348.6% | -2.0% | +350.6% | +344.2% |
| YTD | +310.3% | +17.1% | +293.1% | +280.9% |
| 1Y | +344.7% | +26.5% | +318.2% | +299.5% |
| 3Y | +211.2% | +96.1% | +115.1% | +117.3% |
| 5Y | +34.8% | +149.3% | -114.5% | -16.7% |
| 10Y | +286.5% | +386.5% | -100.0% | +67.5% |
| All | +385.1% | +1,020.3% | -635.2% | +27.9% |
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