+43.4%
ECHO vs MUB
+0.5%
+42.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +1.2% |
| 3M | +16.2% | -0.5% | +16.7% | +25.0% |
| 6M | -20.9% | -0.6% | -20.2% | -13.6% |
| YTD | -6.0% | +0.3% | -6.2% | -3.6% |
| 1Y | +43.4% | +0.4% | +43.0% | +47.3% |
| All | +43.4% | +0.5% | +42.8% | +47.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling