+21.8%
ELF vs MUB
+11.3%
+10.5%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | -0.5% |
| 7D | +4.3% | +0.4% | +3.8% | +3.4% |
| 30D | +7.7% | +3.9% | +3.8% | +0.1% |
| 3M | +24.7% | -0.2% | +24.9% | +25.6% |
| 6M | +114.6% | -0.4% | +115.0% | +116.8% |
| YTD | +55.8% | +0.5% | +55.3% | +55.5% |
| 1Y | +51.9% | +0.7% | +51.3% | +51.3% |
| All | +21.8% | +11.3% | +10.5% | -2.5% |
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