+2,683.6%
MUU vs CBOE
+43.4%
+2,640.2%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.5% | +6.0% | +5.0% |
| 7D | +15.0% | -0.8% | +15.8% | +14.1% |
| 30D | +36.8% | +2.7% | +34.1% | +40.2% |
| 3M | -8.5% | +0.7% | -9.2% | -2.4% |
| 6M | +320.7% | -2.0% | +322.7% | +353.2% |
| YTD | +599.7% | +17.1% | +582.5% | +863.3% |
| 1Y | +2,569.2% | +26.5% | +2,542.7% | +3,934.4% |
| All | +2,683.6% | +43.4% | +2,640.2% | +5,132.6% |
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