+1,272.2%
MUU vs ESTC
+12.0%
+1,260.2%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -1.0% | -4.2% | -4.8% |
| 7D | +24.7% | +2.4% | +22.3% | +23.5% |
| 30D | -35.1% | -4.2% | -30.9% | -32.2% |
| 3M | -44.3% | +2.5% | -46.7% | -44.2% |
| 6M | -44.4% | +81.5% | -125.9% | -59.0% |
| YTD | +244.9% | +16.8% | +228.1% | +222.9% |
| 1Y | +365.6% | -3.5% | +369.1% | +412.1% |
| All | +1,272.2% | +12.0% | +1,260.2% | +1,042.0% |
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