+140.3%
ECHO vs MTB
+113.8%
+26.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.2% | -3.8% | -3.9% |
| 7D | +9.1% | 0.0% | +9.1% | +9.1% |
| 30D | +7.2% | +0.8% | +6.3% | +6.7% |
| 3M | +6.1% | -12.8% | +18.8% | +13.3% |
| 6M | -24.2% | +6.7% | -30.9% | -27.0% |
| YTD | -9.7% | +11.3% | -21.0% | -15.5% |
| 1Y | +40.9% | +20.2% | +20.8% | +26.9% |
| 3Y | +883.3% | +103.8% | +779.5% | +592.1% |
| 5Y | +224.2% | +60.9% | +163.3% | +146.0% |
| All | +140.3% | +113.8% | +26.5% | +48.4% |
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