+240.0%
ECHO vs MUB
+69.2%
+170.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | +3.4% | -0.9% | +4.3% | +3.9% |
| 30D | +2.4% | -1.4% | +3.8% | +3.1% |
| 3M | -28.0% | -2.2% | -25.8% | -27.1% |
| 6M | -21.2% | -1.9% | -19.4% | -20.4% |
| YTD | -17.4% | -0.8% | -16.6% | -17.0% |
| 1Y | +33.6% | +2.7% | +30.9% | +32.0% |
| 3Y | +419.7% | +8.6% | +411.1% | +401.0% |
| 5Y | +241.7% | +2.0% | +239.7% | +235.6% |
| 10Y | +180.8% | +17.9% | +162.8% | +169.2% |
| All | +240.0% | +69.2% | +170.8% | +183.1% |
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 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