+191.3%
ECHO vs MUB
+17.4%
+173.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.5% | -1.7% | -1.7% |
| 7D | +5.3% | -0.7% | +6.1% | +6.1% |
| 30D | +2.4% | -2.0% | +4.4% | +4.6% |
| 3M | -21.8% | -2.5% | -19.3% | -19.6% |
| 6M | -16.9% | -2.3% | -14.6% | -14.8% |
| YTD | -16.0% | -1.3% | -14.7% | -14.7% |
| 1Y | +9.3% | +1.1% | +8.2% | +8.3% |
| 3Y | +406.2% | +8.2% | +398.0% | +371.2% |
| 5Y | +251.0% | +1.5% | +249.5% | +240.8% |
| 10Y | +191.3% | +17.6% | +173.7% | +186.5% |
| All | +191.3% | +17.4% | +173.8% | +186.5% |
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