+837.8%
ECHO vs MUB
+10.8%
+827.0%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.1% | +5.1% | +5.1% |
| 7D | -2.4% | +0.7% | -3.1% | -3.4% |
| 30D | -3.1% | +4.4% | -7.5% | -9.6% |
| 3M | +8.7% | -0.2% | +8.9% | +10.0% |
| 6M | -24.8% | -0.6% | -24.1% | -23.2% |
| YTD | -13.0% | +0.3% | -13.3% | -12.4% |
| 1Y | +33.9% | +0.8% | +33.2% | +34.0% |
| All | +837.8% | +10.8% | +827.0% | +643.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling