-17.3%
MCHP vs ECHO
+227.9%
-245.2%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.9% | -2.5% | -0.9% |
| 7D | +5.7% | +5.7% | 0.0% | +4.8% |
| 30D | -13.4% | +13.8% | -27.2% | -15.0% |
| 3M | -20.1% | +9.1% | -29.2% | -21.2% |
| 6M | -35.5% | -24.9% | -10.6% | -33.4% |
| YTD | -1.6% | -8.0% | +6.4% | -1.6% |
| 1Y | +15.5% | +42.9% | -27.4% | +8.9% |
| 3Y | -13.2% | +926.7% | -939.9% | -48.5% |
| All | -17.3% | +227.9% | -245.2% | -37.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling