+310.5%
ECHO vs MULL
+2,481.0%
-2,170.6%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -3.0% | +7.0% | +4.4% |
| 7D | +8.6% | +14.0% | -5.4% | +6.9% |
| 30D | +3.8% | +24.8% | -21.1% | +0.8% |
| 3M | -19.9% | -16.1% | -3.8% | -22.3% |
| 6M | -12.1% | +330.9% | -343.0% | -34.9% |
| YTD | -14.1% | +545.0% | -559.1% | -41.7% |
| 1Y | +15.9% | +2,427.1% | -2,411.3% | -39.8% |
| All | +310.5% | +2,481.0% | -2,170.6% | +88.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling