+8,496.2%
MU vs CBOE
+1,317.1%
+7,179.1%
-73.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +1.2% | +10.7% | +11.6% |
| 7D | +2.0% | +6.9% | -4.9% | +0.4% |
| 30D | -18.0% | +24.1% | -42.1% | -22.5% |
| 3M | -6.6% | +30.9% | -37.5% | -13.2% |
| 6M | +2.0% | +5.9% | -3.8% | -1.3% |
| YTD | +184.5% | +48.2% | +136.3% | +146.1% |
| 1Y | +236.9% | +43.5% | +193.4% | +194.1% |
| 3Y | +987.0% | +117.0% | +869.9% | +680.1% |
| 5Y | +1,014.6% | +203.4% | +811.3% | +580.5% |
| 10Y | +4,609.2% | +515.9% | +4,093.3% | +1,857.9% |
| All | +8,496.2% | +1,317.1% | +7,179.1% | +1,814.6% |
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