+314.5%
ELF vs MUB
+19.4%
+295.1%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.4% | -3.8% | -3.9% |
| 7D | -2.7% | +0.9% | -3.7% | -3.9% |
| 30D | +6.9% | +3.8% | +3.1% | +1.9% |
| 3M | +27.2% | -0.7% | +27.9% | +28.4% |
| 6M | +84.9% | -0.8% | +85.6% | +87.0% |
| YTD | +44.5% | 0.0% | +44.5% | +45.0% |
| 1Y | -6.8% | +0.6% | -7.4% | -7.3% |
| 3Y | +14.2% | +11.4% | +2.9% | +0.6% |
| 5Y | +250.6% | +3.1% | +247.6% | +237.0% |
| 10Y | +318.0% | +20.2% | +297.8% | +390.1% |
| All | +314.5% | +19.4% | +295.1% | +378.8% |
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