+192.5%
ECHO vs MTCH
+208.0%
-15.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.4% | 0.0% | +1.1% |
| 7D | +3.7% | +1.3% | +2.5% | +3.4% |
| 30D | +0.7% | +15.9% | -15.2% | -2.3% |
| 3M | -27.3% | +23.3% | -50.6% | -30.4% |
| 6M | -17.0% | +40.1% | -57.1% | -22.5% |
| YTD | -14.3% | +33.6% | -47.9% | -19.5% |
| 1Y | +20.9% | +14.1% | +6.8% | +17.0% |
| 3Y | +423.0% | +1.4% | +421.5% | +407.1% |
| 5Y | +265.7% | -73.1% | +338.8% | +312.7% |
| All | +192.5% | +208.0% | -15.6% | +133.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MTCH.
Daily Out/Under-Performance
Portfolio return minus MTCH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTCH 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 MTCH 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