+278.6%
ECHO vs MTZ
+1,706.1%
-1,427.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.3% | +3.2% | +2.3% |
| 7D | +5.7% | +5.0% | +0.7% | +4.1% |
| 30D | +13.8% | -6.0% | +19.8% | +15.4% |
| 3M | +9.1% | -36.1% | +45.2% | +23.3% |
| 6M | -24.9% | -56.9% | +31.9% | -6.4% |
| YTD | -8.0% | -15.9% | +7.9% | -6.4% |
| 1Y | +42.9% | -3.8% | +46.7% | +39.7% |
| 3Y | +926.7% | +272.3% | +654.4% | +574.4% |
| 5Y | +230.4% | +91.1% | +139.3% | +149.8% |
| 10Y | +145.9% | +426.0% | -280.1% | +31.9% |
| All | +278.6% | +1,706.1% | -1,427.5% | +23.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling