+8.2%
MUB vs CBOE
+96.4%
-88.2%
-4.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.5% |
| 7D | -0.7% | -0.8% | +0.1% | -0.7% |
| 30D | -2.0% | +2.7% | -4.7% | -2.0% |
| 3M | -2.5% | +0.7% | -3.2% | -2.5% |
| 6M | -2.3% | -2.0% | -0.4% | -2.3% |
| YTD | -1.3% | +17.1% | -18.4% | -1.6% |
| 1Y | +1.1% | +26.5% | -25.4% | +0.7% |
| All | +8.2% | +96.4% | -88.2% | +6.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling