+33.6%
ECHO vs MGY
+15.5%
+18.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.5% | -0.1% |
| 7D | +3.4% | +2.1% | +1.3% | +3.6% |
| 30D | +2.4% | +13.8% | -11.4% | +3.5% |
| 3M | -28.0% | -4.3% | -23.7% | -27.7% |
| 6M | -21.2% | -5.1% | -16.2% | -21.5% |
| YTD | -17.4% | +24.8% | -42.2% | -20.4% |
| 1Y | +33.6% | +11.8% | +21.8% | +25.7% |
| All | +33.6% | +15.5% | +18.1% | +25.7% |
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