+79.6%
MMM vs ECHO
+163.9%
-84.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.9% | -2.5% | +0.1% |
| 7D | +7.0% | +2.2% | +4.8% | +6.6% |
| 30D | +18.4% | +9.8% | +8.6% | +16.9% |
| 3M | +4.5% | +16.8% | -12.4% | +2.3% |
| 6M | +33.4% | -18.1% | +51.5% | +35.3% |
| YTD | +20.0% | -4.2% | +24.1% | +18.7% |
| 1Y | +15.0% | +41.2% | -26.2% | +8.4% |
| 3Y | +165.0% | +943.7% | -778.7% | +60.3% |
| 5Y | +47.9% | +277.5% | -229.6% | +10.0% |
| 10Y | +79.6% | +159.8% | -80.1% | +45.6% |
| All | +79.6% | +163.9% | -84.2% | +45.6% |
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