+192.5%
ECHO vs MXL
+313.4%
-120.9%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +7.5% | -6.1% | +0.2% |
| 7D | +3.7% | +18.9% | -15.1% | +0.9% |
| 30D | +0.7% | +0.3% | +0.4% | +0.1% |
| 3M | -27.3% | -8.0% | -19.3% | -28.5% |
| 6M | -17.0% | +341.2% | -358.2% | -42.6% |
| YTD | -14.3% | +327.8% | -342.1% | -40.8% |
| 1Y | +20.9% | +364.9% | -344.0% | -18.7% |
| 3Y | +423.0% | +229.2% | +193.7% | +242.4% |
| 5Y | +265.7% | +42.8% | +222.9% | +163.6% |
| All | +192.5% | +313.4% | -120.9% | +46.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling