+186.7%
ECHO vs MTB
+171.7%
+15.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.2% | -2.1% | -2.2% |
| 7D | +5.3% | +1.1% | +4.3% | +4.8% |
| 30D | +2.4% | -4.6% | +7.1% | +4.8% |
| 3M | -21.8% | +6.3% | -28.1% | -24.4% |
| 6M | -16.9% | +15.6% | -32.5% | -23.2% |
| YTD | -16.0% | +20.6% | -36.5% | -24.3% |
| 1Y | +9.3% | +22.5% | -13.3% | -2.4% |
| 3Y | +406.2% | +114.4% | +291.8% | +248.1% |
| 5Y | +251.0% | +101.9% | +149.1% | +138.8% |
| All | +186.7% | +171.7% | +15.0% | +63.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling