+2,683.6%
MUU vs ESTC
+10.0%
+2,673.5%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -2.1% | +7.6% | +6.3% |
| 7D | +15.0% | -3.3% | +18.4% | +15.9% |
| 30D | +36.8% | +13.4% | +23.4% | +27.5% |
| 3M | -8.5% | +41.3% | -49.8% | -24.6% |
| 6M | +320.7% | +62.6% | +258.1% | +216.0% |
| YTD | +599.7% | +14.8% | +584.9% | +540.9% |
| 1Y | +2,569.2% | -5.1% | +2,574.2% | +2,743.4% |
| All | +2,683.6% | +10.0% | +2,673.5% | +2,166.4% |
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