+415.7%
ECHO vs MTCH
-2.2%
+418.0%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.9% | -0.4% | +0.2% |
| 7D | +2.3% | -1.4% | +3.7% | +2.8% |
| 30D | +4.4% | +13.6% | -9.2% | -0.9% |
| 3M | -20.3% | +22.4% | -42.7% | -26.6% |
| 6M | -15.3% | +37.2% | -52.5% | -25.7% |
| YTD | -15.5% | +31.8% | -47.3% | -25.0% |
| 1Y | +15.0% | +12.9% | +2.1% | +8.6% |
| All | +415.7% | -2.2% | +418.0% | +366.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling