+202.8%
ECHO vs MTUM
+609.5%
-406.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.2% | -2.4% | -2.4% |
| 7D | +5.3% | +4.1% | +1.2% | +2.5% |
| 30D | +2.4% | +0.6% | +1.8% | +2.0% |
| 3M | -21.8% | -0.6% | -21.2% | -22.0% |
| 6M | -16.9% | +25.3% | -42.3% | -29.7% |
| YTD | -16.0% | +23.8% | -39.8% | -28.4% |
| 1Y | +9.3% | +25.4% | -16.1% | -7.7% |
| 3Y | +406.2% | +117.3% | +288.9% | +201.1% |
| 5Y | +251.0% | +79.7% | +171.3% | +131.8% |
| 10Y | +191.3% | +359.6% | -168.3% | -5.1% |
| All | +202.8% | +609.5% | -406.6% | -28.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling