+33.6%
ECHO vs MXL
+316.6%
-283.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.5% | -5.5% | -0.3% |
| 7D | +3.4% | +1.6% | +1.8% | +3.3% |
| 30D | +2.4% | -7.0% | +9.4% | +2.7% |
| 3M | -28.0% | -33.4% | +5.5% | -27.3% |
| 6M | -21.2% | +260.2% | -281.4% | -32.3% |
| YTD | -17.4% | +260.0% | -277.3% | -29.6% |
| 1Y | +33.6% | +303.5% | -269.9% | +11.0% |
| All | +33.6% | +316.6% | -283.0% | +11.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MXL.
Daily Out/Under-Performance
Portfolio return minus MXL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MXL 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 1y: compounded portfolio wealth divided by compounded MXL 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…
1y analysis · Full analysis span regression · 6 months rolling