+54.0%
MUB vs CBOE
+1,045.3%
-991.3%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | +0.1% | 0.0% |
| 7D | -0.9% | -3.6% | +2.8% | -0.8% |
| 30D | -1.4% | +5.1% | -6.5% | -1.5% |
| 3M | -2.2% | +4.6% | -6.8% | -2.3% |
| 6M | -1.9% | -0.3% | -1.6% | -2.0% |
| YTD | -0.8% | +19.8% | -20.5% | -1.2% |
| 1Y | +2.7% | +28.4% | -25.6% | +2.1% |
| 3Y | +8.6% | +104.1% | -95.5% | +6.9% |
| 5Y | +2.0% | +150.9% | -148.9% | -0.1% |
| 10Y | +17.9% | +393.5% | -375.6% | +15.0% |
| All | +54.0% | +1,045.3% | -991.3% | +52.3% |
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