+17.1%
MCHP vs ECHO
+17.8%
-0.7%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.4% | +2.3% | +3.3% |
| 7D | 0.0% | +3.7% | -3.7% | -0.8% |
| 30D | -6.0% | +0.7% | -6.7% | -6.2% |
| 3M | -19.7% | -27.3% | +7.6% | -15.8% |
| 6M | +14.0% | -17.0% | +31.0% | +15.4% |
| YTD | +18.4% | -14.3% | +32.7% | +17.1% |
| 1Y | +17.1% | +20.9% | -3.8% | +4.9% |
| All | +17.1% | +17.8% | -0.7% | +4.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling