+8,360.0%
MU vs CBOE
+1,316.0%
+7,044.0%
-73.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.1% | -1.5% | -1.6% |
| 7D | +21.6% | +4.5% | +17.2% | +20.4% |
| 30D | -16.2% | +26.2% | -42.4% | -21.2% |
| 3M | -12.4% | +27.1% | -39.5% | -18.0% |
| 6M | +4.2% | +4.2% | 0.0% | +1.3% |
| YTD | +180.0% | +48.0% | +131.9% | +142.2% |
| 1Y | +226.4% | +42.4% | +184.0% | +185.6% |
| 3Y | +969.7% | +116.8% | +852.9% | +667.9% |
| 5Y | +957.9% | +199.0% | +758.9% | +549.7% |
| 10Y | +4,534.6% | +515.4% | +4,019.1% | +1,827.2% |
| All | +8,360.0% | +1,316.0% | +7,044.0% | +1,784.7% |
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 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