+277.5%
MP vs ECHO
+241.7%
+35.8%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +6.9% | -0.3% | +5.3% |
| 7D | -1.6% | +3.0% | -4.6% | -2.1% |
| 30D | -18.2% | +6.7% | -24.9% | -19.2% |
| 3M | -26.1% | +12.4% | -38.5% | -27.9% |
| 6M | -44.0% | -20.4% | -23.6% | -42.1% |
| YTD | -25.3% | -6.9% | -18.4% | -24.8% |
| 1Y | -35.6% | +37.7% | -73.3% | -39.4% |
| 3Y | +147.1% | +902.9% | -755.8% | +18.0% |
| 5Y | -11.3% | +275.3% | -286.6% | -42.5% |
| All | +277.5% | +241.7% | +35.8% | +159.6% |
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