+485.8%
ECHO vs MXL
+270.5%
+215.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +6.0% | -2.0% | +3.1% |
| 7D | +8.6% | +15.5% | -6.9% | +6.2% |
| 30D | +3.8% | -11.3% | +15.1% | +5.2% |
| 3M | -19.9% | -16.1% | -3.8% | -20.0% |
| 6M | -12.1% | +323.0% | -335.1% | -37.5% |
| YTD | -14.1% | +281.5% | -295.6% | -38.1% |
| 1Y | +15.9% | +319.3% | -303.4% | -18.7% |
| 3Y | +417.8% | +189.4% | +228.5% | +257.4% |
| 5Y | +259.3% | +26.0% | +233.3% | +170.2% |
| 10Y | +192.7% | +243.5% | -50.8% | +67.0% |
| All | +485.8% | +270.5% | +215.3% | +182.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling