+0.7%
MUB vs ESTC
-4.3%
+5.1%
-6.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.2% | -2.1% | +0.1% |
| 7D | +0.7% | -11.5% | +12.2% | +0.8% |
| 30D | +4.4% | -7.5% | +11.9% | +4.4% |
| 3M | -0.2% | +23.1% | -23.2% | -0.3% |
| 6M | -0.6% | +75.3% | -75.9% | -1.0% |
| YTD | +0.3% | +14.1% | -13.8% | +0.2% |
| All | +0.7% | -4.3% | +5.1% | +0.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling