+34.2%
ECHO vs MTUM
+9.7%
+24.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.0% | -1.3% | -2.0% |
| 7D | +4.6% | -10.1% | +14.7% | +11.9% |
| 30D | +0.4% | -15.6% | +16.0% | +12.0% |
| 3M | +7.7% | -12.7% | +20.4% | +17.7% |
| 6M | -18.0% | -3.7% | -14.3% | -18.5% |
| YTD | -9.3% | +9.4% | -18.7% | -19.3% |
| 1Y | +34.2% | +10.2% | +24.0% | +18.5% |
| All | +34.2% | +9.7% | +24.5% | +18.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MTUM.
Daily Out/Under-Performance
Portfolio return minus MTUM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTUM 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 1y: compounded portfolio wealth divided by compounded MTUM 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…
1y analysis · Full analysis span regression · 6 months rolling