+18.8%
MUB vs ESTC
+31.2%
-12.4%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.5% | +4.5% | +0.1% |
| 7D | -0.9% | -8.1% | +7.2% | -0.8% |
| 30D | -1.4% | +31.7% | -33.1% | -1.8% |
| 3M | -2.2% | +41.1% | -43.2% | -2.6% |
| 6M | -1.9% | +77.1% | -78.9% | -2.7% |
| YTD | -0.8% | +21.7% | -22.5% | -1.2% |
| 1Y | +2.7% | +8.4% | -5.6% | +2.4% |
| 3Y | +8.6% | +23.6% | -15.0% | +7.6% |
| 5Y | +2.0% | -46.5% | +48.5% | +1.9% |
| All | +18.8% | +31.2% | -12.4% | +14.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling