+19.4%
MUB vs ESTC
+27.2%
-7.9%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.0% | -2.8% | -0.9% |
| 7D | -0.8% | +5.8% | -6.6% | -0.9% |
| 30D | +2.4% | -5.6% | +8.0% | +2.5% |
| 3M | -1.1% | +15.4% | -16.5% | -1.3% |
| 6M | -1.0% | +77.8% | -78.8% | -1.8% |
| YTD | -0.3% | +18.1% | -18.4% | -0.7% |
| 1Y | 0.0% | -3.7% | +3.7% | -0.2% |
| 3Y | +10.2% | +16.9% | -6.7% | +9.2% |
| 5Y | +2.9% | -51.2% | +54.2% | +2.9% |
| All | +19.4% | +27.2% | -7.9% | +15.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC 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 10y: compounded portfolio wealth divided by compounded ESTC 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…
10y analysis · Full analysis span regression · 6 months rolling