+265.1%
MU vs ECHO
+34.5%
+230.6%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | -3.3% | -3.7% | -5.7% |
| 7D | -19.1% | +4.6% | -23.7% | -20.5% |
| 30D | -25.2% | +0.4% | -25.7% | -25.5% |
| 3M | -10.9% | +7.7% | -18.6% | -13.7% |
| 6M | +38.0% | -18.0% | +56.0% | +43.2% |
| YTD | +178.8% | -9.3% | +188.1% | +168.6% |
| 1Y | +265.1% | +34.2% | +230.9% | +203.8% |
| All | +265.1% | +34.5% | +230.6% | +203.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ECHO.
Daily Out/Under-Performance
Portfolio return minus ECHO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECHO 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 ECHO 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