+4,277.4%
MU vs ECHO
+163.9%
+4,113.5%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.9% | -4.0% | -1.7% |
| 7D | -15.2% | +2.2% | -17.4% | -15.3% |
| 30D | -29.5% | +9.8% | -39.3% | -30.7% |
| 3M | -15.8% | +16.8% | -32.6% | -18.4% |
| 6M | -2.9% | -18.1% | +15.2% | +0.9% |
| YTD | +154.2% | -4.2% | +158.4% | +153.9% |
| 1Y | +186.6% | +41.2% | +145.4% | +164.7% |
| 3Y | +871.5% | +943.7% | -72.2% | +337.9% |
| 5Y | +911.7% | +277.5% | +634.2% | +544.6% |
| 10Y | +4,277.4% | +159.8% | +4,117.6% | +3,279.5% |
| All | +4,277.4% | +163.9% | +4,113.5% | +3,279.5% |
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 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