+236.9%
MU vs ECHO
+40.1%
+196.8%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | -1.9% | +13.8% | +12.7% |
| 7D | +2.0% | +3.6% | -1.6% | +0.8% |
| 30D | -18.0% | +7.5% | -25.4% | -20.1% |
| 3M | -6.6% | +16.2% | -22.7% | -11.9% |
| 6M | +2.0% | -20.9% | +22.9% | +6.8% |
| YTD | +184.5% | -6.0% | +190.4% | +168.2% |
| 1Y | +236.9% | +43.4% | +193.5% | +159.6% |
| All | +236.9% | +40.1% | +196.8% | +159.6% |
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