+42.9%
ECHO vs MLM
-16.0%
+58.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.7% | +2.6% | +2.1% |
| 7D | +5.7% | -0.9% | +6.6% | +6.0% |
| 30D | +13.8% | +9.0% | +4.8% | +11.5% |
| 3M | +9.1% | -5.6% | +14.6% | +10.9% |
| 6M | -24.9% | -10.7% | -14.3% | -23.3% |
| YTD | -8.0% | -17.2% | +9.2% | -3.2% |
| 1Y | +42.9% | -14.2% | +57.1% | +46.5% |
| All | +42.9% | -16.0% | +58.9% | +46.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling