+303.6%
ECHO vs MULL
+2,366.2%
-2,062.6%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -9.3% | +9.9% | +1.6% |
| 7D | +2.3% | +3.6% | -1.3% | +1.7% |
| 30D | +4.4% | +22.0% | -17.6% | +1.6% |
| 3M | -20.3% | -8.6% | -11.7% | -23.5% |
| 6M | -15.3% | +248.5% | -263.9% | -35.5% |
| YTD | -15.5% | +516.3% | -531.8% | -42.5% |
| 1Y | +15.0% | +2,036.6% | -2,021.7% | -38.6% |
| All | +303.6% | +2,366.2% | -2,062.6% | +85.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling