+33.6%
ECHO vs MTZ
+30.9%
+2.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.1% | -2.1% | -0.5% |
| 7D | +3.4% | -1.6% | +5.0% | +3.8% |
| 30D | +2.4% | -11.1% | +13.4% | +5.3% |
| 3M | -28.0% | -36.7% | +8.8% | -20.9% |
| 6M | -21.2% | -21.9% | +0.7% | -18.8% |
| YTD | -17.4% | +9.1% | -26.5% | -18.6% |
| 1Y | +33.6% | +30.0% | +3.6% | +42.9% |
| All | +33.6% | +30.9% | +2.7% | +42.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MTZ.
Daily Out/Under-Performance
Portfolio return minus MTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTZ 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 MTZ 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