+254.8%
ECHO vs MTCH
-73.6%
+328.4%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.9% | -0.4% | +0.3% |
| 7D | +2.3% | -1.4% | +3.7% | +2.6% |
| 30D | +4.4% | +13.6% | -9.2% | +0.8% |
| 3M | -20.3% | +22.4% | -42.7% | -24.6% |
| 6M | -15.3% | +37.2% | -52.5% | -22.4% |
| YTD | -15.5% | +31.8% | -47.3% | -21.9% |
| 1Y | +15.0% | +12.9% | +2.1% | +10.4% |
| 3Y | +409.1% | -1.1% | +410.3% | +385.7% |
| All | +254.8% | -73.6% | +328.4% | +271.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling