+151.3%
ECHO vs MUB
+22.4%
+128.9%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.3% | -2.1% | -2.1% |
| 7D | +3.6% | +0.4% | +3.2% | +3.1% |
| 30D | +7.5% | +3.6% | +3.8% | +3.4% |
| 3M | +16.2% | -0.5% | +16.7% | +16.7% |
| 6M | -20.9% | -0.6% | -20.2% | -20.3% |
| YTD | -6.0% | +0.3% | -6.2% | -6.1% |
| 1Y | +43.4% | +0.4% | +43.0% | +43.0% |
| 3Y | +924.0% | +10.8% | +913.3% | +828.5% |
| 5Y | +249.6% | +3.4% | +246.2% | +232.9% |
| 10Y | +151.3% | +22.6% | +128.7% | +154.1% |
| All | +151.3% | +22.4% | +128.9% | +154.1% |
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