+938.2%
MU vs ECHO
+227.9%
+710.4%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.9% | -4.4% | -2.8% |
| 7D | +12.8% | +5.7% | +7.1% | +11.8% |
| 30D | -14.9% | +13.8% | -28.7% | -16.3% |
| 3M | -18.0% | +9.1% | -27.1% | -19.0% |
| 6M | -3.1% | -24.9% | +21.8% | +0.4% |
| YTD | +172.9% | -8.0% | +180.9% | +174.4% |
| 1Y | +228.8% | +42.9% | +185.9% | +213.4% |
| 3Y | +950.8% | +926.7% | +24.1% | +582.3% |
| All | +938.2% | +227.9% | +710.4% | +791.0% |
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