+550.2%
ELV vs MUB
+76.3%
+473.9%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.8% | -1.8% |
| 7D | +3.3% | -0.9% | +4.2% | +3.8% |
| 30D | +4.2% | -1.4% | +5.6% | +4.9% |
| 3M | -0.1% | -2.2% | +2.1% | +1.1% |
| 6M | +41.3% | -1.9% | +43.1% | +42.7% |
| YTD | +17.4% | -0.8% | +18.2% | +17.9% |
| 1Y | +35.1% | +2.7% | +32.3% | +33.2% |
| 3Y | -3.2% | +8.6% | -11.8% | -7.5% |
| 5Y | +15.6% | +2.0% | +13.6% | +14.5% |
| 10Y | +276.8% | +17.9% | +258.8% | +257.4% |
| All | +550.2% | +76.3% | +473.9% | +401.4% |
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