+34.2%
ECHO vs MULL
+444.9%
-410.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -13.8% | +10.5% | -2.1% |
| 7D | +4.6% | -35.9% | +40.5% | +8.3% |
| 30D | +0.4% | -47.3% | +47.8% | +5.3% |
| 3M | +7.7% | -30.6% | +38.2% | +9.7% |
| 6M | -18.0% | +13.7% | -31.7% | -24.2% |
| YTD | -9.3% | +272.1% | -281.4% | -28.9% |
| 1Y | +34.2% | +475.1% | -440.9% | -0.2% |
| All | +34.2% | +444.9% | -410.7% | -0.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL 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 MULL 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