+153.6%
ECHO vs MLM
+185.4%
-31.9%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -6.9% | +2.8% | -1.2% |
| 7D | -2.4% | -4.1% | +1.7% | -0.8% |
| 30D | -3.1% | +8.2% | -11.3% | -6.6% |
| 3M | +8.7% | -3.6% | +12.3% | +9.9% |
| 6M | -24.8% | -15.6% | -9.2% | -20.3% |
| YTD | -13.0% | -16.4% | +3.5% | -7.7% |
| 1Y | +33.9% | -14.3% | +48.3% | +40.4% |
| 3Y | +791.8% | +19.3% | +772.5% | +715.8% |
| 5Y | +261.7% | +29.6% | +232.1% | +213.2% |
| All | +153.6% | +185.4% | -31.9% | +52.8% |
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