+73.9%
MUB vs EL
+551.5%
-477.6%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.0% | -2.9% | 0.0% |
| 7D | -0.9% | +0.8% | -1.7% | -0.9% |
| 30D | -1.4% | +19.8% | -21.3% | -1.7% |
| 3M | -2.2% | +25.7% | -27.9% | -2.5% |
| 6M | -1.9% | +5.4% | -7.3% | -2.0% |
| YTD | -0.8% | +0.2% | -1.0% | -0.9% |
| 1Y | +2.7% | +20.4% | -17.7% | +2.3% |
| 3Y | +8.6% | -32.1% | +40.7% | +8.6% |
| 5Y | +2.0% | -67.2% | +69.2% | +2.8% |
| 10Y | +17.9% | +31.7% | -13.8% | +17.4% |
| All | +73.9% | +551.5% | -477.6% | +70.6% |
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