+127.0%
MP vs ECHO
+621.2%
-494.2%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.1% | +2.7% | -0.8% |
| 7D | -10.5% | -2.4% | -8.1% | -10.2% |
| 30D | -23.5% | -3.1% | -20.4% | -23.3% |
| 3M | -25.4% | +8.7% | -34.2% | -26.3% |
| 6M | -51.3% | -24.8% | -26.5% | -49.8% |
| YTD | -29.9% | -13.0% | -17.0% | -28.9% |
| 1Y | -31.8% | +33.9% | -65.8% | -33.7% |
| 3Y | +127.0% | +791.8% | -664.8% | +31.4% |
| All | +127.0% | +621.2% | -494.2% | +31.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling