+153.2%
ECL vs MUB
+17.9%
+135.4%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | -0.8% | -0.3% | -0.5% | -0.4% |
| 30D | -2.5% | -1.5% | -0.9% | -0.6% |
| 3M | +8.3% | -1.9% | +10.3% | +11.1% |
| 6M | -1.1% | -1.7% | +0.6% | +1.2% |
| YTD | +6.5% | -0.8% | +7.3% | +7.8% |
| 1Y | +2.1% | +1.5% | +0.6% | +0.5% |
| 3Y | +57.6% | +8.8% | +48.8% | +42.5% |
| 5Y | +28.1% | +2.0% | +26.1% | +24.6% |
| 10Y | +153.2% | +18.0% | +135.3% | +162.1% |
| All | +153.2% | +17.9% | +135.4% | +162.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MUB.
Daily Out/Under-Performance
Portfolio return minus MUB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MUB 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 10y: compounded portfolio wealth divided by compounded MUB 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…
10y analysis · Full analysis span regression · 6 months rolling