+240.0%
ECHO vs MTB
+416.3%
-176.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | +3.4% | +1.7% | +1.7% | +2.8% |
| 30D | +2.4% | -4.2% | +6.5% | +4.0% |
| 3M | -28.0% | +8.9% | -36.8% | -30.4% |
| 6M | -21.2% | +10.9% | -32.1% | -24.6% |
| YTD | -17.4% | +21.5% | -38.9% | -23.9% |
| 1Y | +33.6% | +21.9% | +11.7% | +22.9% |
| 3Y | +419.7% | +109.2% | +310.4% | +294.4% |
| 5Y | +241.7% | +102.0% | +139.7% | +157.0% |
| 10Y | +180.8% | +171.9% | +8.8% | +85.5% |
| All | +240.0% | +416.3% | -176.3% | +78.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling