+53.8%
MMM vs ECHO
+193.6%
-139.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +4.0% | -4.6% | -1.1% |
| 7D | -1.6% | +8.6% | -10.2% | -2.5% |
| 30D | -8.0% | +3.8% | -11.8% | -8.4% |
| 3M | +9.4% | -19.9% | +29.3% | +11.7% |
| 6M | +10.2% | -12.1% | +22.3% | +10.9% |
| YTD | +6.1% | -14.1% | +20.2% | +6.6% |
| 1Y | +10.8% | +15.9% | -5.1% | +7.0% |
| 3Y | +104.8% | +417.8% | -313.1% | +42.2% |
| 5Y | +27.0% | +259.3% | -232.3% | -6.1% |
| 10Y | +53.8% | +192.7% | -139.0% | +17.1% |
| All | +53.8% | +193.6% | -139.8% | +17.1% |
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