+245.8%
ECHO vs MTCH
+589.7%
-344.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.7% | -2.9% | -2.4% |
| 7D | +5.3% | -2.4% | +7.7% | +5.9% |
| 30D | +2.4% | +12.8% | -10.4% | -0.4% |
| 3M | -21.8% | +20.0% | -41.8% | -25.1% |
| 6M | -16.9% | +34.7% | -51.6% | -22.6% |
| YTD | -16.0% | +30.6% | -46.6% | -21.4% |
| 1Y | +9.3% | +10.9% | -1.7% | +5.9% |
| 3Y | +406.2% | -2.0% | +408.3% | +394.7% |
| 5Y | +251.0% | -72.6% | +323.6% | +320.5% |
| 10Y | +191.3% | +197.9% | -6.6% | +74.8% |
| All | +245.8% | +589.7% | -344.0% | +28.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling