+838.4%
ECL vs MUB
+77.6%
+760.8%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | 0.0% |
| 7D | +0.4% | +0.6% | -0.2% | +0.1% |
| 30D | +8.6% | +3.4% | +5.2% | +6.7% |
| 3M | +7.9% | -0.7% | +8.6% | +8.3% |
| 6M | +21.0% | -1.0% | +22.0% | +21.7% |
| YTD | +17.5% | 0.0% | +17.5% | +17.6% |
| 1Y | +19.7% | +0.4% | +19.3% | +19.5% |
| 3Y | +77.4% | +10.5% | +66.9% | +69.4% |
| 5Y | +38.7% | +3.1% | +35.6% | +35.8% |
| 10Y | +193.5% | +22.0% | +171.5% | +183.2% |
| All | +838.4% | +77.6% | +760.8% | +759.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling