+14.2%
ELF vs MUB
+11.6%
+2.6%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.1% | +5.6% | +5.6% |
| 7D | +4.0% | +0.7% | +3.3% | +2.7% |
| 30D | +10.6% | +4.4% | +6.2% | +2.4% |
| 3M | +25.8% | -0.4% | +26.3% | +27.2% |
| 6M | +89.1% | -0.9% | +89.9% | +92.6% |
| YTD | +52.7% | +0.1% | +52.7% | +53.7% |
| 1Y | +51.7% | +0.5% | +51.2% | +51.9% |
| 3Y | +14.2% | +11.7% | +2.5% | +2.3% |
| All | +14.2% | +11.6% | +2.6% | +2.3% |
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