+313.8%
ELF vs MUB
+18.5%
+295.3%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | 0.0% | +2.1% | +2.1% |
| 7D | +5.4% | -0.9% | +6.2% | +6.5% |
| 30D | +27.0% | -1.4% | +28.4% | +29.4% |
| 3M | +113.2% | -2.2% | +115.4% | +119.5% |
| 6M | +36.6% | -1.9% | +38.5% | +40.2% |
| YTD | +44.2% | -0.8% | +45.0% | +46.1% |
| 1Y | -18.0% | +2.7% | -20.7% | -20.5% |
| 3Y | -19.9% | +8.6% | -28.5% | -27.3% |
| 5Y | +257.7% | +2.0% | +255.7% | +247.9% |
| All | +313.8% | +18.5% | +295.3% | +382.4% |
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