+75.3%
MUB vs EL
+611.6%
-536.3%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.7% | -0.4% |
| 7D | +0.6% | +7.6% | -7.0% | +0.5% |
| 30D | +3.4% | +15.7% | -12.3% | +3.2% |
| 3M | -0.7% | +30.5% | -31.2% | -1.1% |
| 6M | -1.0% | +32.5% | -33.5% | -1.4% |
| YTD | 0.0% | +9.4% | -9.5% | -0.3% |
| 1Y | +0.4% | +28.4% | -28.0% | -0.1% |
| 3Y | +10.5% | +4.4% | +6.0% | +9.9% |
| 5Y | +3.1% | -64.5% | +67.6% | +3.8% |
| 10Y | +22.0% | +64.9% | -42.8% | +21.3% |
| All | +75.3% | +611.6% | -536.3% | +71.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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