+159.0%
ECHO vs MLM
+167.5%
-8.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +2.5% | +4.5% | +5.9% |
| 7D | +3.0% | -3.8% | +6.9% | +4.8% |
| 30D | +6.7% | +11.0% | -4.3% | +2.0% |
| 3M | +12.4% | -3.1% | +15.4% | +13.5% |
| 6M | -20.4% | -9.8% | -10.6% | -17.9% |
| YTD | -6.9% | -14.4% | +7.5% | -2.1% |
| 1Y | +37.7% | -12.6% | +50.3% | +43.4% |
| 3Y | +902.9% | +19.7% | +883.1% | +816.6% |
| 5Y | +275.3% | +29.8% | +245.6% | +225.0% |
| 10Y | +159.0% | +153.5% | +5.5% | +59.5% |
| All | +159.0% | +167.5% | -8.4% | +59.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MLM.
Daily Out/Under-Performance
Portfolio return minus MLM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MLM 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 10y: compounded portfolio wealth divided by compounded MLM 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…
10y analysis · Full analysis span regression · 6 months rolling