+37.2%
ECHO vs MDB
-9.9%
+47.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +4.6% | +2.3% | +6.0% |
| 7D | +3.0% | -0.9% | +3.9% | +3.3% |
| 30D | +6.7% | -15.2% | +21.9% | +9.8% |
| 3M | +12.4% | -17.9% | +30.3% | +14.9% |
| 6M | -20.4% | +9.3% | -29.7% | -22.9% |
| YTD | -6.9% | -22.0% | +15.1% | -3.5% |
| All | +37.2% | -9.9% | +47.1% | +39.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling