+34.2%
ECHO vs MTB
+27.0%
+7.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.2% | -4.4% | -3.5% |
| 7D | +4.6% | +2.0% | +2.6% | +4.2% |
| 30D | +0.4% | +2.9% | -2.5% | -0.2% |
| 3M | +7.7% | -10.7% | +18.3% | +9.8% |
| 6M | -18.0% | +6.3% | -24.4% | -19.4% |
| YTD | -9.3% | +13.8% | -23.1% | -15.4% |
| 1Y | +34.2% | +27.7% | +6.5% | +19.1% |
| All | +34.2% | +27.0% | +7.3% | +19.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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