+122.9%
ECHO vs MDB
+929.6%
-806.7%
-80.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.5% | -4.5% | -4.0% |
| 7D | +9.1% | +11.6% | -2.4% | +7.6% |
| 30D | +7.2% | -8.9% | +16.1% | +8.5% |
| 3M | +6.1% | -22.4% | +28.5% | +8.9% |
| 6M | -24.2% | +10.1% | -34.2% | -26.0% |
| YTD | -9.7% | -19.0% | +9.3% | -9.3% |
| 1Y | +40.9% | -7.0% | +47.9% | +38.9% |
| 3Y | +883.3% | -9.8% | +893.1% | +831.8% |
| 5Y | +224.2% | -40.1% | +264.2% | +200.6% |
| All | +122.9% | +929.6% | -806.7% | +49.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MDB.
Daily Out/Under-Performance
Portfolio return minus MDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDB 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 10y: compounded portfolio wealth divided by compounded MDB 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…
10y analysis · Full analysis span regression · 6 months rolling