+144.9%
ECHO vs MLM
+138.2%
+6.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.7% | +2.6% | +2.2% |
| 7D | +5.7% | -0.9% | +6.6% | +6.1% |
| 30D | +13.8% | +9.0% | +4.8% | +9.6% |
| 3M | +9.1% | -5.6% | +14.6% | +11.4% |
| 6M | -24.9% | -10.7% | -14.3% | -22.3% |
| YTD | -8.0% | -17.2% | +9.2% | -1.9% |
| 1Y | +42.9% | -14.2% | +57.1% | +50.0% |
| 3Y | +926.7% | +15.6% | +911.1% | +852.3% |
| 5Y | +230.4% | +26.2% | +204.1% | +189.5% |
| All | +144.9% | +138.2% | +6.6% | +54.0% |
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