+199.5%
MCHP vs ECHO
+197.5%
+1.9%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.4% | +2.3% | +3.4% |
| 7D | 0.0% | +3.7% | -3.7% | -0.7% |
| 30D | -6.0% | +0.7% | -6.7% | -6.2% |
| 3M | -19.7% | -27.3% | +7.6% | -14.8% |
| 6M | +14.0% | -17.0% | +31.0% | +17.0% |
| YTD | +18.4% | -14.3% | +32.7% | +20.0% |
| 1Y | +17.1% | +20.9% | -3.8% | +10.5% |
| 3Y | +0.7% | +423.0% | -422.3% | -45.2% |
| 5Y | +5.1% | +265.7% | -260.6% | -36.6% |
| All | +199.5% | +197.5% | +1.9% | +105.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ECHO.
Daily Out/Under-Performance
Portfolio return minus ECHO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECHO 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 ECHO 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