+5,778.3%
MU vs ECHO
+193.6%
+5,584.7%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +4.0% | -5.6% | -2.5% |
| 7D | +7.2% | +8.6% | -1.4% | +5.2% |
| 30D | +14.0% | +3.8% | +10.2% | +13.1% |
| 3M | +5.4% | -19.9% | +25.3% | +10.3% |
| 6M | +170.3% | -12.1% | +182.3% | +175.7% |
| YTD | +250.7% | -14.1% | +264.7% | +258.0% |
| 1Y | +662.1% | +15.9% | +646.2% | +631.0% |
| 3Y | +1,341.2% | +417.8% | +923.4% | +707.8% |
| 5Y | +1,319.3% | +259.3% | +1,060.0% | +793.6% |
| 10Y | +5,778.3% | +192.7% | +5,585.6% | +4,352.3% |
| All | +5,778.3% | +193.6% | +5,584.7% | +4,352.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling