-44.4%
MUU vs ECHO
-24.4%
-20.0%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +1.9% | -7.1% | -7.3% |
| 7D | +24.7% | +5.7% | +19.0% | +16.5% |
| 30D | -35.1% | +13.8% | -49.0% | -40.2% |
| 3M | -44.3% | +9.1% | -53.3% | -47.0% |
| 6M | -44.4% | -24.9% | -19.5% | -35.0% |
| All | -44.4% | -24.4% | -20.0% | -35.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling