+2,396.1%
MUU vs CBOE
+38.1%
+2,358.0%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.2% | +1.1% | -3.3% |
| 7D | -8.2% | -5.8% | -2.4% | -13.7% |
| 30D | +10.2% | -3.1% | +13.3% | +6.5% |
| 3M | -26.5% | -4.8% | -21.7% | -26.3% |
| 6M | +227.2% | -0.6% | +227.8% | +261.7% |
| YTD | +527.4% | +12.8% | +514.6% | +730.7% |
| 1Y | +1,843.7% | +19.8% | +1,823.9% | +2,682.0% |
| All | +2,396.1% | +38.1% | +2,358.0% | +4,412.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling