+259.8%
ECHO vs MGY
+88.8%
+171.0%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.2% | +1.2% | +1.4% |
| 7D | +3.7% | +3.5% | +0.2% | +2.9% |
| 30D | +0.7% | +5.3% | -4.6% | -0.5% |
| 3M | -27.3% | +2.6% | -30.0% | -28.1% |
| 6M | -17.0% | -3.3% | -13.7% | -17.3% |
| YTD | -14.3% | +29.2% | -43.5% | -21.0% |
| 1Y | +20.9% | +18.0% | +2.9% | +13.8% |
| 3Y | +423.0% | +30.0% | +393.0% | +372.0% |
| All | +259.8% | +88.8% | +171.0% | +212.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling