+2,981.5%
MUU vs CBOE
+29.2%
+2,952.3%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.6% | 0.0% | +11.6% | +11.6% |
| 7D | +17.4% | -3.6% | +21.0% | +13.6% |
| 30D | +24.0% | +5.1% | +18.9% | +30.1% |
| 3M | -23.9% | +4.6% | -28.5% | -15.4% |
| 6M | +284.4% | -0.3% | +284.7% | +335.1% |
| YTD | +583.7% | +19.8% | +564.0% | +1,055.1% |
| 1Y | +2,981.5% | +28.4% | +2,953.1% | +6,131.7% |
| All | +2,981.5% | +29.2% | +2,952.3% | +6,131.7% |
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 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