+1,014.6%
MU vs CBOE
+204.4%
+810.2%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +1.2% | +10.7% | +12.2% |
| 7D | +2.0% | +6.9% | -4.9% | +3.9% |
| 30D | -18.0% | +24.1% | -42.1% | -13.2% |
| 3M | -6.6% | +30.9% | -37.5% | +0.2% |
| 6M | +2.0% | +5.9% | -3.8% | +7.2% |
| YTD | +184.5% | +48.2% | +136.3% | +214.5% |
| 1Y | +236.9% | +43.5% | +193.4% | +271.5% |
| 3Y | +987.0% | +117.0% | +869.9% | +1,062.6% |
| 5Y | +1,014.6% | +203.4% | +811.3% | +885.7% |
| All | +1,014.6% | +204.4% | +810.2% | +885.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling