-24.5%
MELI vs ECHO
+34.5%
-59.0%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -3.3% | +7.9% | +4.9% |
| 7D | +4.0% | +4.6% | -0.6% | +3.7% |
| 30D | -6.5% | +0.4% | -6.9% | -6.6% |
| 3M | -7.9% | +7.7% | -15.5% | -8.3% |
| 6M | -4.1% | -18.0% | +14.0% | -3.0% |
| YTD | -13.6% | -9.3% | -4.3% | -13.2% |
| 1Y | -24.5% | +34.2% | -58.8% | -27.0% |
| All | -24.5% | +34.5% | -59.0% | -27.0% |
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 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