+15.9%
ECHO vs MDB
+9.1%
+6.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -3.5% | +7.5% | +4.6% |
| 7D | +8.6% | -18.0% | +26.6% | +12.2% |
| 30D | +3.8% | -10.7% | +14.5% | +5.1% |
| 3M | -19.9% | +1.0% | -20.9% | -21.0% |
| 6M | -12.1% | +31.6% | -43.7% | -17.8% |
| YTD | -14.1% | -15.2% | +1.1% | -11.9% |
| 1Y | +15.9% | +10.1% | +5.7% | +11.5% |
| All | +15.9% | +9.1% | +6.7% | +11.5% |
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 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