+2,620.0%
MUU vs ECHO
+244.6%
+2,375.4%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.6% | 0.0% | +11.6% | +11.6% |
| 7D | +17.4% | +3.4% | +14.0% | +16.2% |
| 30D | +24.0% | +2.4% | +21.6% | +23.3% |
| 3M | -23.9% | -28.0% | +4.1% | -15.5% |
| 6M | +284.4% | -21.2% | +305.7% | +314.0% |
| YTD | +583.7% | -17.4% | +601.1% | +626.5% |
| 1Y | +2,981.5% | +33.6% | +2,947.9% | +2,836.0% |
| All | +2,620.0% | +244.6% | +2,375.4% | +2,104.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling