+2,423.9%
MUU vs CBOE
+41.3%
+2,382.6%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -1.5% | -7.8% | -10.8% |
| 7D | +3.6% | -3.7% | +7.2% | -0.4% |
| 30D | +22.3% | +2.0% | +20.4% | +24.4% |
| 3M | -8.2% | -4.2% | -4.0% | -7.1% |
| 6M | +256.3% | +1.2% | +255.2% | +300.2% |
| YTD | +534.4% | +15.4% | +519.0% | +759.1% |
| 1Y | +2,163.5% | +23.5% | +2,140.0% | +3,236.5% |
| All | +2,423.9% | +41.3% | +2,382.6% | +4,566.7% |
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