+259.1%
MP vs ECHO
+233.1%
+26.0%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -3.3% | -1.8% | -4.5% |
| 7D | -12.5% | +4.6% | -17.1% | -13.3% |
| 30D | -23.3% | +0.4% | -23.8% | -23.5% |
| 3M | -24.4% | +7.7% | -32.0% | -25.5% |
| 6M | -45.8% | -18.0% | -27.7% | -44.2% |
| YTD | -28.9% | -9.3% | -19.6% | -28.1% |
| 1Y | -34.6% | +34.2% | -68.8% | -38.2% |
| 3Y | +118.7% | +538.7% | -420.0% | +19.2% |
| 5Y | -3.1% | +279.9% | -282.9% | -37.6% |
| All | +259.1% | +233.1% | +26.0% | +148.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling