+259.8%
ECHO vs MTZ
+168.2%
+91.6%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.5% | -2.1% | +0.1% |
| 7D | +3.7% | +1.4% | +2.4% | +3.2% |
| 30D | +0.7% | -14.5% | +15.2% | +6.2% |
| 3M | -27.3% | -32.9% | +5.6% | -18.2% |
| 6M | -17.0% | -20.8% | +3.9% | -12.8% |
| YTD | -14.3% | +10.6% | -24.9% | -21.0% |
| 1Y | +20.9% | +27.1% | -6.2% | +5.1% |
| 3Y | +423.0% | +166.1% | +256.8% | +234.4% |
| All | +259.8% | +168.2% | +91.6% | +115.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling