+253.7%
ECHO vs MTZ
+2,332.6%
-2,078.9%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +3.8% | +0.2% | +2.9% |
| 7D | +8.6% | +3.6% | +5.0% | +7.5% |
| 30D | +3.8% | -9.6% | +13.4% | +6.7% |
| 3M | -19.9% | -31.9% | +12.0% | -11.8% |
| 6M | -12.1% | -13.8% | +1.7% | -10.1% |
| YTD | -14.1% | +13.3% | -27.3% | -19.3% |
| 1Y | +15.9% | +39.3% | -23.4% | +1.7% |
| 3Y | +417.8% | +168.3% | +249.5% | +270.5% |
| 5Y | +259.3% | +166.4% | +92.9% | +147.6% |
| 10Y | +192.7% | +739.9% | -547.2% | +38.8% |
| All | +253.7% | +2,332.6% | -2,078.9% | +6.4% |
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