+273.0%
ELF vs MUB
+2.5%
+270.5%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.4% | +4.3% | +4.5% |
| 7D | +1.6% | -1.3% | +2.9% | +3.7% |
| 30D | +9.1% | +2.2% | +6.9% | +5.6% |
| 3M | +28.2% | -1.6% | +29.8% | +31.6% |
| 6M | +119.5% | -1.3% | +120.8% | +124.4% |
| YTD | +55.2% | -0.7% | +55.8% | +57.6% |
| 1Y | +58.6% | -0.2% | +58.8% | +60.2% |
| 3Y | +21.3% | +9.6% | +11.6% | +7.3% |
| All | +273.0% | +2.5% | +270.5% | +230.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling