+10,669.7%
MU vs CBOE
+1,045.3%
+9,624.4%
-73.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | 0.0% | +6.1% | +6.1% |
| 7D | +9.0% | -3.6% | +12.6% | +9.9% |
| 30D | +13.8% | +5.1% | +8.7% | +12.2% |
| 3M | +2.1% | +4.6% | -2.5% | -0.5% |
| 6M | +153.8% | -0.3% | +154.1% | +147.9% |
| YTD | +256.4% | +19.8% | +236.6% | +226.8% |
| 1Y | +719.8% | +28.4% | +691.4% | +631.0% |
| 3Y | +1,360.4% | +104.1% | +1,256.3% | +939.1% |
| 5Y | +1,312.4% | +150.9% | +1,161.5% | +803.0% |
| 10Y | +6,142.6% | +393.5% | +5,749.1% | +2,655.6% |
| All | +10,669.7% | +1,045.3% | +9,624.4% | +2,442.3% |
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 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