+445.3%
MP vs ECHO
+203.3%
+242.0%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | 0.0% | +1.4% | +1.4% |
| 7D | -2.9% | +3.4% | -6.3% | -3.5% |
| 30D | +13.8% | +2.4% | +11.5% | +13.3% |
| 3M | -16.7% | -28.0% | +11.3% | -11.8% |
| 6M | -11.5% | -21.2% | +9.8% | -8.3% |
| YTD | +7.9% | -17.4% | +25.3% | +11.2% |
| 1Y | -15.0% | +33.6% | -48.6% | -19.8% |
| 3Y | +153.5% | +419.7% | -266.2% | +46.5% |
| 5Y | +58.7% | +241.7% | -183.0% | +4.2% |
| All | +445.3% | +203.3% | +242.0% | +283.9% |
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