+1,079.5%
MPC vs ECHO
+155.0%
+924.4%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +5.2% | -6.4% | -2.0% |
| 7D | -16.2% | -2.4% | -13.8% | -15.9% |
| 30D | -15.7% | -3.1% | -12.6% | -15.5% |
| 3M | +24.9% | +8.7% | +16.2% | +22.6% |
| 6M | +52.7% | -24.8% | +77.4% | +57.8% |
| YTD | +131.9% | -13.0% | +144.8% | +130.7% |
| 1Y | +96.6% | +33.9% | +62.7% | +80.4% |
| 3Y | +163.8% | +791.8% | -628.0% | +17.3% |
| 5Y | +533.1% | +261.7% | +271.4% | +289.4% |
| All | +1,079.5% | +155.0% | +924.4% | +724.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling