+144.9%
ECHO vs MUB
+21.8%
+123.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.4% | +2.3% | +2.3% |
| 7D | +5.7% | -1.3% | +7.0% | +7.1% |
| 30D | +13.8% | +2.2% | +11.6% | +11.1% |
| 3M | +9.1% | -1.6% | +10.7% | +10.9% |
| 6M | -24.9% | -1.3% | -23.7% | -23.9% |
| YTD | -8.0% | -0.7% | -7.3% | -7.2% |
| 1Y | +42.9% | -0.2% | +43.1% | +43.4% |
| 3Y | +926.7% | +9.6% | +917.1% | +840.2% |
| 5Y | +230.4% | +2.6% | +227.8% | +217.4% |
| All | +144.9% | +21.8% | +123.1% | +151.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MUB.
Daily Out/Under-Performance
Portfolio return minus MUB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MUB 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 MUB 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