+284.4%
MUU vs ESTC
+74.7%
+209.7%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.6% | -4.5% | +16.1% | +10.4% |
| 7D | +17.4% | -8.1% | +25.5% | +15.0% |
| 30D | +24.0% | +31.7% | -7.7% | +37.0% |
| 3M | -23.9% | +41.1% | -64.9% | -6.1% |
| 6M | +284.4% | +77.1% | +207.4% | +394.7% |
| All | +284.4% | +74.7% | +209.7% | +394.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling