-19.5%
ELF vs MUB
+8.6%
-28.1%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | 0.0% | +2.1% | +2.1% |
| 7D | +5.4% | -0.9% | +6.2% | +6.9% |
| 30D | +27.0% | -1.4% | +28.4% | +30.1% |
| 3M | +113.2% | -2.2% | +115.4% | +120.9% |
| 6M | +36.6% | -1.9% | +38.5% | +40.8% |
| YTD | +44.2% | -0.8% | +45.0% | +46.8% |
| 1Y | -18.0% | +2.7% | -20.7% | -20.5% |
| All | -19.5% | +8.6% | -28.1% | -31.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling