+30.0%
ECL vs MUB
+2.2%
+27.8%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | -2.6% | -0.9% | -1.7% | -1.4% |
| 30D | -2.2% | -1.4% | -0.7% | -0.2% |
| 3M | +10.1% | -2.2% | +12.3% | +13.5% |
| 6M | -5.7% | -1.9% | -3.9% | -3.2% |
| YTD | +7.0% | -0.8% | +7.7% | +8.4% |
| 1Y | +2.7% | +2.7% | -0.1% | -0.4% |
| 3Y | +57.7% | +8.6% | +49.1% | +41.6% |
| All | +30.0% | +2.2% | +27.8% | +16.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling