+34.2%
ECHO vs MGY
+8.9%
+25.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -5.2% | +2.0% | -3.7% |
| 7D | +4.6% | -12.1% | +16.7% | +3.3% |
| 30D | +0.4% | -2.6% | +3.0% | +0.3% |
| 3M | +7.7% | -4.2% | +11.9% | +7.4% |
| 6M | -18.0% | -23.9% | +5.9% | -18.8% |
| YTD | -9.3% | +8.8% | -18.1% | -17.1% |
| 1Y | +34.2% | +9.5% | +24.7% | +20.3% |
| All | +34.2% | +8.9% | +25.3% | +20.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MGY.
Daily Out/Under-Performance
Portfolio return minus MGY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MGY 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 MGY 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