+192.5%
ECHO vs MTUM
+357.8%
-165.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.3% | +0.1% | +0.6% |
| 7D | +3.7% | +0.7% | +3.0% | +3.2% |
| 30D | +0.7% | -2.4% | +3.1% | +2.3% |
| 3M | -27.3% | -3.6% | -23.7% | -26.2% |
| 6M | -17.0% | +23.7% | -40.6% | -28.9% |
| YTD | -14.3% | +22.9% | -37.2% | -26.4% |
| 1Y | +20.9% | +21.8% | -0.9% | +4.6% |
| 3Y | +423.0% | +114.4% | +308.5% | +219.6% |
| 5Y | +265.7% | +79.6% | +186.1% | +144.4% |
| All | +192.5% | +357.8% | -165.4% | +12.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling