+357.2%
ELF vs MUB
+21.7%
+335.5%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.2% |
| 7D | +6.3% | +0.6% | +5.7% | +5.4% |
| 30D | +8.5% | +3.4% | +5.1% | +3.9% |
| 3M | +24.4% | -0.7% | +25.1% | +25.6% |
| 6M | +94.7% | -1.0% | +95.7% | +97.5% |
| YTD | +55.9% | 0.0% | +55.9% | +56.4% |
| 1Y | +48.4% | +0.4% | +48.0% | +48.3% |
| 3Y | +24.6% | +10.5% | +14.1% | +10.9% |
| 5Y | +285.0% | +3.1% | +281.9% | +270.0% |
| 10Y | +357.2% | +22.0% | +335.2% | +445.4% |
| All | +357.2% | +21.7% | +335.5% | +445.4% |
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