+260.6%
ECHO vs MXL
+29.7%
+230.9%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.0% | +3.6% | +1.0% |
| 7D | +2.3% | +16.6% | -14.3% | +0.2% |
| 30D | +4.4% | +0.5% | +3.9% | +3.9% |
| 3M | -20.3% | -3.6% | -16.7% | -21.7% |
| 6M | -15.3% | +328.0% | -343.4% | -38.2% |
| YTD | -15.5% | +297.8% | -313.3% | -37.9% |
| 1Y | +15.0% | +339.4% | -324.4% | -17.8% |
| 3Y | +409.1% | +201.7% | +207.4% | +254.3% |
| 5Y | +260.6% | +32.8% | +227.9% | +173.3% |
| All | +260.6% | +29.7% | +230.9% | +173.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling