+17.3%
MUB vs CBOE
+368.5%
-351.2%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.2% | +2.7% | +0.5% |
| 7D | -0.8% | -5.8% | +5.0% | -0.7% |
| 30D | -2.4% | -3.1% | +0.8% | -2.3% |
| 3M | -2.8% | -4.8% | +1.9% | -2.8% |
| 6M | -2.2% | -0.6% | -1.7% | -2.4% |
| YTD | -1.6% | +12.8% | -14.4% | -2.2% |
| 1Y | 0.0% | +19.8% | -19.7% | -0.9% |
| 3Y | +7.9% | +86.9% | -79.1% | +4.8% |
| 5Y | +1.2% | +136.5% | -135.3% | -2.8% |
| All | +17.3% | +368.5% | -351.2% | +12.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling