+240.0%
ECHO vs MLM
+380.9%
-140.9%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | -0.4% |
| 7D | +3.4% | -2.9% | +6.3% | +4.5% |
| 30D | +2.4% | -6.8% | +9.2% | +4.9% |
| 3M | -28.0% | -11.2% | -16.7% | -25.3% |
| 6M | -21.2% | -21.8% | +0.6% | -14.6% |
| YTD | -17.4% | -17.0% | -0.4% | -12.6% |
| 1Y | +33.6% | -16.4% | +50.0% | +40.8% |
| 3Y | +419.7% | +14.5% | +405.2% | +388.5% |
| 5Y | +241.7% | +41.7% | +200.0% | +193.0% |
| 10Y | +180.8% | +200.0% | -19.3% | +77.1% |
| All | +240.0% | +380.9% | -140.9% | +55.9% |
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 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