+1,341.2%
MU vs CBOE
+95.4%
+1,245.8%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.7% | +0.1% | -2.5% |
| 7D | +7.2% | -4.6% | +11.8% | +4.7% |
| 30D | +14.0% | +2.6% | +11.3% | +15.5% |
| 3M | +5.4% | +4.9% | +0.5% | +10.0% |
| 6M | +170.3% | -2.2% | +172.4% | +176.8% |
| YTD | +250.7% | +17.7% | +232.9% | +302.8% |
| 1Y | +662.1% | +26.1% | +636.0% | +811.9% |
| 3Y | +1,341.2% | +97.1% | +1,244.1% | +1,870.1% |
| All | +1,341.2% | +95.4% | +1,245.8% | +1,870.1% |
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