+412.7%
ECHO vs MTZ
+160.8%
+252.0%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.2% | 0.0% | -1.3% |
| 7D | +5.3% | +2.3% | +3.1% | +4.3% |
| 30D | +2.4% | -10.3% | +12.7% | +7.0% |
| 3M | -21.8% | -31.8% | +10.0% | -10.5% |
| 6M | -16.9% | -19.2% | +2.3% | -13.5% |
| YTD | -16.0% | +10.7% | -26.7% | -25.5% |
| 1Y | +9.3% | +37.5% | -28.3% | -14.4% |
| All | +412.7% | +160.8% | +252.0% | +176.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling