+2,683.6%
MUU vs ECHO
+250.4%
+2,433.1%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -2.2% | +7.8% | +6.2% |
| 7D | +15.0% | +5.3% | +9.7% | +13.1% |
| 30D | +36.8% | +2.4% | +34.4% | +35.9% |
| 3M | -8.5% | -21.8% | +13.3% | -1.3% |
| 6M | +320.7% | -16.9% | +337.7% | +345.4% |
| YTD | +599.7% | -16.0% | +615.7% | +638.8% |
| 1Y | +2,569.2% | +9.3% | +2,559.9% | +2,557.4% |
| All | +2,683.6% | +250.4% | +2,433.1% | +2,141.2% |
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