+2,163.5%
MUU vs ECHO
+10.0%
+2,153.5%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +0.6% | -9.9% | -9.8% |
| 7D | +3.6% | +2.3% | +1.3% | +1.4% |
| 30D | +22.3% | +4.4% | +17.9% | +18.5% |
| 3M | -8.2% | -20.3% | +12.1% | +6.4% |
| 6M | +256.3% | -15.3% | +271.7% | +285.0% |
| YTD | +534.4% | -15.5% | +549.9% | +562.6% |
| 1Y | +2,163.5% | +15.0% | +2,148.5% | +1,813.0% |
| All | +2,163.5% | +10.0% | +2,153.5% | +1,813.0% |
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 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