+926.7%
ECHO vs MTZ
+271.0%
+655.7%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.3% | +3.2% | +2.4% |
| 7D | +5.7% | +5.0% | +0.7% | +3.4% |
| 30D | +13.8% | -6.0% | +19.8% | +15.7% |
| 3M | +9.1% | -36.1% | +45.2% | +29.3% |
| 6M | -24.9% | -56.9% | +31.9% | +2.6% |
| YTD | -8.0% | -15.9% | +7.9% | -9.8% |
| 1Y | +42.9% | -3.8% | +46.7% | +30.9% |
| 3Y | +926.7% | +272.3% | +654.4% | +366.6% |
| All | +926.7% | +271.0% | +655.7% | +366.6% |
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