+153.3%
MP vs ECHO
+423.0%
-269.7%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | 0.0% | +1.4% | +1.4% |
| 7D | -2.9% | +3.4% | -6.3% | -3.3% |
| 30D | +13.8% | +2.4% | +11.5% | +13.4% |
| 3M | -16.7% | -28.0% | +11.3% | -13.1% |
| 6M | -11.5% | -21.2% | +9.8% | -9.2% |
| YTD | +7.9% | -17.4% | +25.3% | +10.5% |
| 1Y | -15.0% | +33.6% | -48.6% | -17.7% |
| All | +153.3% | +423.0% | -269.7% | +77.1% |
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