+504.3%
MUU vs CBOE
+39.5%
+464.8%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.0% | +0.3% | -14.3% | -13.7% |
| 7D | -35.9% | +7.7% | -43.6% | -30.5% |
| 30D | -47.1% | +24.4% | -71.5% | -34.3% |
| 3M | -29.8% | +20.0% | -49.9% | -16.2% |
| 6M | +16.0% | +2.4% | +13.7% | +30.9% |
| YTD | +286.1% | +38.5% | +247.5% | +701.8% |
| 1Y | +504.3% | +39.0% | +465.4% | +1,143.8% |
| All | +504.3% | +39.5% | +464.8% | +1,143.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling