+338.3%
ELF vs MUB
+19.5%
+318.7%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.1% | +5.6% | +5.6% |
| 7D | +4.0% | +0.7% | +3.3% | +3.0% |
| 30D | +10.6% | +4.4% | +6.2% | +4.6% |
| 3M | +25.8% | -0.4% | +26.3% | +26.6% |
| 6M | +89.1% | -0.9% | +89.9% | +91.5% |
| YTD | +52.7% | +0.1% | +52.7% | +53.1% |
| 1Y | +51.7% | +0.5% | +51.2% | +51.4% |
| 3Y | +14.2% | +11.7% | +2.5% | +0.2% |
| 5Y | +270.7% | +3.2% | +267.5% | +255.9% |
| 10Y | +341.9% | +20.3% | +321.6% | +417.6% |
| All | +338.3% | +19.5% | +318.7% | +405.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling