+412.3%
ECHO vs MUB
+8.6%
+403.6%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | -0.1% |
| 7D | +3.4% | -0.9% | +4.3% | +5.3% |
| 30D | +2.4% | -1.4% | +3.8% | +5.6% |
| 3M | -28.0% | -2.2% | -25.8% | -24.4% |
| 6M | -21.2% | -1.9% | -19.4% | -17.8% |
| YTD | -17.4% | -0.8% | -16.6% | -15.7% |
| 1Y | +33.6% | +2.7% | +30.9% | +27.2% |
| All | +412.3% | +8.6% | +403.6% | +262.9% |
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