+241.6%
ECHO vs MLM
+41.9%
+199.6%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | -0.5% |
| 7D | +3.4% | -2.9% | +6.3% | +4.7% |
| 30D | +2.4% | -6.8% | +9.2% | +5.5% |
| 3M | -28.0% | -11.2% | -16.7% | -24.8% |
| 6M | -21.2% | -21.8% | +0.6% | -12.7% |
| YTD | -17.4% | -17.0% | -0.4% | -11.5% |
| 1Y | +33.6% | -16.4% | +50.0% | +42.3% |
| 3Y | +419.7% | +14.5% | +405.2% | +383.9% |
| All | +241.6% | +41.9% | +199.6% | +193.7% |
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