+262.5%
ECHO vs MLM
+23.5%
+239.0%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -6.9% | +2.8% | -0.9% |
| 7D | -2.4% | -4.1% | +1.7% | -0.6% |
| 30D | -3.1% | +8.2% | -11.3% | -6.9% |
| 3M | +8.7% | -3.6% | +12.3% | +10.0% |
| 6M | -24.8% | -15.6% | -9.2% | -19.7% |
| YTD | -13.0% | -16.4% | +3.5% | -7.1% |
| 1Y | +33.9% | -14.3% | +48.3% | +41.0% |
| 3Y | +791.8% | +19.3% | +772.5% | +707.5% |
| All | +262.5% | +23.5% | +239.0% | +213.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling