+417.8%
ECHO vs MTB
+118.5%
+299.3%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.6% | +4.6% | +4.4% |
| 7D | +8.6% | +2.8% | +5.8% | +6.6% |
| 30D | +3.8% | -4.2% | +7.9% | +6.7% |
| 3M | -19.9% | +7.8% | -27.7% | -24.4% |
| 6M | -12.1% | +14.8% | -26.9% | -21.1% |
| YTD | -14.1% | +20.8% | -34.8% | -26.6% |
| 1Y | +15.9% | +23.1% | -7.3% | -2.6% |
| 3Y | +417.8% | +114.8% | +303.0% | +176.7% |
| All | +417.8% | +118.5% | +299.3% | +176.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling