+719.8%
MU vs ECHO
+40.1%
+679.6%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | 0.0% | +6.1% | +6.1% |
| 7D | +9.0% | +3.4% | +5.6% | +7.8% |
| 30D | +13.8% | +2.4% | +11.5% | +13.0% |
| 3M | +2.1% | -28.0% | +30.0% | +10.6% |
| 6M | +153.8% | -21.2% | +175.1% | +165.6% |
| YTD | +256.4% | -17.4% | +273.8% | +266.6% |
| 1Y | +719.8% | +33.6% | +686.2% | +705.5% |
| All | +719.8% | +40.1% | +679.6% | +705.5% |
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