+254.1%
MP vs ECHO
+219.6%
+34.5%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +5.2% | -0.3% | +3.9% |
| 7D | -10.5% | -2.4% | -8.1% | -10.1% |
| 30D | -23.5% | -3.1% | -20.4% | -23.1% |
| 3M | -25.4% | +8.7% | -34.2% | -26.7% |
| 6M | -51.3% | -24.8% | -26.5% | -49.1% |
| YTD | -29.9% | -13.0% | -17.0% | -28.5% |
| 1Y | -31.8% | +33.9% | -65.8% | -35.5% |
| 3Y | +127.0% | +791.8% | -664.8% | +11.8% |
| 5Y | -3.3% | +261.7% | -265.0% | -37.1% |
| All | +254.1% | +219.6% | +34.5% | +146.7% |
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 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