+847.8%
MU vs ECHO
+260.3%
+587.5%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +5.2% | -0.1% | +4.3% |
| 7D | -22.0% | -2.4% | -19.6% | -21.5% |
| 30D | -36.6% | -3.1% | -33.4% | -36.1% |
| 3M | -21.7% | +8.7% | -30.4% | -22.5% |
| 6M | +3.5% | -24.8% | +28.3% | +7.6% |
| YTD | +141.9% | -13.0% | +154.9% | +145.5% |
| 1Y | +189.8% | +33.9% | +155.9% | +179.0% |
| 3Y | +855.4% | +791.8% | +63.6% | +535.9% |
| All | +847.8% | +260.3% | +587.5% | +689.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling