+365.6%
MUU vs ECHO
+45.5%
+320.1%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +1.9% | -7.1% | -6.9% |
| 7D | +24.7% | +5.7% | +19.0% | +18.3% |
| 30D | -35.1% | +13.8% | -49.0% | -39.3% |
| 3M | -44.3% | +9.1% | -53.3% | -46.5% |
| 6M | -44.4% | -24.9% | -19.5% | -33.4% |
| YTD | +244.9% | -8.0% | +252.9% | +230.9% |
| 1Y | +365.6% | +42.9% | +322.7% | +188.9% |
| All | +365.6% | +45.5% | +320.1% | +188.9% |
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