+188.4%
ECHO vs MTB
+172.9%
+15.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.2% | +0.4% |
| 7D | +2.3% | -0.4% | +2.7% | +2.5% |
| 30D | +4.4% | -4.6% | +9.0% | +6.8% |
| 3M | -20.3% | +7.4% | -27.7% | -23.4% |
| 6M | -15.3% | +18.7% | -34.0% | -22.7% |
| YTD | -15.5% | +21.1% | -36.6% | -24.1% |
| 1Y | +15.0% | +24.1% | -9.1% | +2.0% |
| 3Y | +409.1% | +115.3% | +293.8% | +249.4% |
| 5Y | +260.6% | +106.0% | +154.6% | +143.0% |
| All | +188.4% | +172.9% | +15.5% | +64.5% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling