+241.6%
ECHO vs MDB
-28.4%
+269.9%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.1% | +4.1% | +0.7% |
| 7D | +3.4% | -17.4% | +20.8% | +6.6% |
| 30D | +2.4% | -2.0% | +4.4% | +2.1% |
| 3M | -28.0% | -3.0% | -24.9% | -28.1% |
| 6M | -21.2% | +48.7% | -69.9% | -27.8% |
| YTD | -17.4% | -12.1% | -5.2% | -17.7% |
| 1Y | +33.6% | +14.5% | +19.1% | +26.7% |
| 3Y | +419.7% | -6.1% | +425.8% | +376.8% |
| All | +241.6% | -28.4% | +269.9% | +194.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling