+366.2%
MMM vs ECHO
+233.6%
+132.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +5.2% | -6.6% | -2.2% |
| 7D | +6.2% | -2.4% | +8.6% | +6.5% |
| 30D | +14.2% | -3.1% | +17.3% | +14.4% |
| 3M | +2.9% | +8.7% | -5.8% | +1.1% |
| 6M | +27.6% | -24.8% | +52.3% | +31.7% |
| YTD | +17.3% | -13.0% | +30.2% | +17.3% |
| 1Y | +15.1% | +33.9% | -18.8% | +6.8% |
| 3Y | +157.1% | +791.8% | -634.7% | +38.4% |
| 5Y | +45.1% | +261.7% | -216.6% | -5.9% |
| 10Y | +83.9% | +157.3% | -73.4% | +25.1% |
| All | +366.2% | +233.6% | +132.6% | +137.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling