+159.3%
MP vs ECHO
+900.0%
-740.7%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.9% | +1.6% | +3.2% |
| 7D | +9.5% | +5.7% | +3.8% | +8.6% |
| 30D | -3.0% | +13.8% | -16.8% | -4.8% |
| 3M | -30.4% | +9.1% | -39.4% | -31.2% |
| 6M | -39.2% | -24.9% | -14.2% | -37.4% |
| YTD | -23.3% | -8.0% | -15.3% | -22.8% |
| 1Y | -32.6% | +42.9% | -75.5% | -35.0% |
| 3Y | +159.3% | +926.7% | -767.4% | +41.8% |
| All | +159.3% | +900.0% | -740.7% | +41.8% |
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