+20.9%
ECHO vs MXL
+366.1%
-345.2%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +7.5% | -6.1% | +1.0% |
| 7D | +3.7% | +18.9% | -15.1% | +2.6% |
| 30D | +0.7% | +0.3% | +0.4% | +0.5% |
| 3M | -27.3% | -8.0% | -19.3% | -27.4% |
| 6M | -17.0% | +341.2% | -358.2% | -28.8% |
| YTD | -14.3% | +327.8% | -342.1% | -26.9% |
| 1Y | +20.9% | +364.9% | -344.0% | +1.0% |
| All | +20.9% | +366.1% | -345.2% | +1.0% |
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