+107.5%
ECHO vs MDB
+986.0%
-878.5%
-80.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.7% | -2.9% | -2.3% |
| 7D | +5.3% | -4.5% | +9.9% | +5.9% |
| 30D | +2.4% | -14.0% | +16.4% | +4.0% |
| 3M | -21.8% | +5.3% | -27.1% | -22.7% |
| 6M | -16.9% | +31.9% | -48.8% | -20.8% |
| YTD | -16.0% | -14.6% | -1.4% | -15.9% |
| 1Y | +9.3% | +8.2% | +1.0% | +6.0% |
| 3Y | +406.2% | -5.0% | +411.2% | +377.8% |
| 5Y | +251.0% | -24.5% | +275.5% | +220.9% |
| All | +107.5% | +986.0% | -878.5% | +38.5% |
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