-3.9%
ELF vs MUB
+0.1%
-4.0%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.4% | +1.5% | +0.8% |
| 7D | -1.5% | +0.6% | -2.1% | -3.0% |
| 30D | +9.5% | +3.2% | +6.3% | +0.9% |
| 3M | +29.4% | -1.1% | +30.4% | +36.4% |
| 6M | +83.7% | -1.1% | +84.8% | +93.2% |
| YTD | +49.4% | -0.5% | +49.9% | +71.1% |
| 1Y | -3.9% | 0.0% | -3.9% | +14.9% |
| All | -3.9% | +0.1% | -4.0% | +14.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling