+2,423.9%
MUU vs ELF
-8.6%
+2,432.5%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -4.3% | -5.0% | -7.6% |
| 7D | +3.6% | -10.8% | +14.4% | +8.4% |
| 30D | +22.3% | +0.8% | +21.5% | +21.5% |
| 3M | -8.2% | +64.8% | -73.0% | -27.0% |
| 6M | +256.3% | +19.0% | +237.4% | +221.0% |
| YTD | +534.4% | +25.9% | +508.5% | +445.7% |
| 1Y | +2,163.5% | -28.8% | +2,192.3% | +2,338.9% |
| All | +2,423.9% | -8.6% | +2,432.5% | +1,781.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 ELF 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