+1,134.0%
MPC vs ECHO
+193.6%
+940.5%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +4.0% | -1.8% | +1.6% |
| 7D | +3.9% | +8.6% | -4.7% | +2.5% |
| 30D | +33.8% | +3.8% | +30.0% | +32.9% |
| 3M | +49.9% | -19.9% | +69.7% | +54.3% |
| 6M | +80.9% | -12.1% | +93.0% | +81.7% |
| YTD | +147.4% | -14.1% | +161.5% | +147.8% |
| 1Y | +123.2% | +15.9% | +107.3% | +110.6% |
| 3Y | +171.7% | +417.8% | -246.1% | +47.3% |
| 5Y | +678.6% | +259.3% | +419.3% | +375.0% |
| 10Y | +1,134.0% | +192.7% | +941.3% | +712.0% |
| All | +1,134.0% | +193.6% | +940.5% | +712.0% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling