+273.4%
ECHO vs MLM
+420.0%
-146.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +2.4% | -5.6% | -4.1% |
| 7D | +4.6% | +9.1% | -4.5% | +1.3% |
| 30D | +0.4% | +14.6% | -14.2% | -4.6% |
| 3M | +7.7% | +0.3% | +7.4% | +7.1% |
| 6M | -18.0% | -7.5% | -10.6% | -16.6% |
| YTD | -9.3% | -10.2% | +1.0% | -6.9% |
| 1Y | +34.2% | -10.5% | +44.7% | +37.8% |
| 3Y | +538.7% | +27.8% | +510.9% | +477.9% |
| 5Y | +279.9% | +38.9% | +241.0% | +227.8% |
| 10Y | +168.2% | +211.4% | -43.2% | +66.4% |
| All | +273.4% | +420.0% | -146.6% | +66.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling