-10.9%
MP vs ECHO
+227.9%
-238.7%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.9% | +1.6% | +3.2% |
| 7D | +9.5% | +5.7% | +3.8% | +8.3% |
| 30D | -3.0% | +13.8% | -16.8% | -5.3% |
| 3M | -30.4% | +9.1% | -39.4% | -31.5% |
| 6M | -39.2% | -24.9% | -14.2% | -36.7% |
| YTD | -23.3% | -8.0% | -15.3% | -22.7% |
| 1Y | -32.6% | +42.9% | -75.5% | -36.7% |
| 3Y | +159.3% | +926.7% | -767.4% | +26.5% |
| All | -10.9% | +227.9% | -238.7% | -33.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling