+719.8%
MU vs CBOE
+29.2%
+690.6%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | 0.0% | +6.1% | +6.1% |
| 7D | +9.0% | -3.6% | +12.6% | +7.2% |
| 30D | +13.8% | +5.1% | +8.7% | +16.8% |
| 3M | +2.1% | +4.6% | -2.5% | +6.7% |
| 6M | +153.8% | -0.3% | +154.1% | +167.7% |
| YTD | +256.4% | +19.8% | +236.6% | +355.9% |
| 1Y | +719.8% | +28.4% | +691.4% | +1,042.3% |
| All | +719.8% | +29.2% | +690.6% | +1,042.3% |
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