+258.3%
ECHO vs MUB
+71.1%
+187.2%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.1% | +5.1% | +5.2% |
| 7D | -2.4% | +0.7% | -3.1% | -2.8% |
| 30D | -3.1% | +4.4% | -7.5% | -5.3% |
| 3M | +8.7% | -0.2% | +8.9% | +8.8% |
| 6M | -24.8% | -0.6% | -24.1% | -24.5% |
| YTD | -13.0% | +0.3% | -13.3% | -13.0% |
| 1Y | +33.9% | +0.8% | +33.2% | +33.5% |
| 3Y | +791.8% | +12.0% | +779.8% | +747.6% |
| 5Y | +261.7% | +3.4% | +258.3% | +252.8% |
| 10Y | +157.3% | +20.7% | +136.6% | +144.9% |
| All | +258.3% | +71.1% | +187.2% | +196.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling