+8.0%
MMM vs ECHO
+10.0%
-2.0%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.6% | -1.5% | -1.0% |
| 7D | -3.2% | +2.3% | -5.5% | -3.4% |
| 30D | -10.7% | +4.4% | -15.1% | -10.9% |
| 3M | +4.3% | -20.3% | +24.6% | +5.1% |
| 6M | +5.9% | -15.3% | +21.3% | +6.1% |
| YTD | +3.2% | -15.5% | +18.7% | +3.2% |
| 1Y | +8.0% | +15.0% | -7.0% | +7.1% |
| All | +8.0% | +10.0% | -2.0% | +7.1% |
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 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