+1,106.5%
MPC vs ECHO
+182.2%
+924.3%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | +5.4% | +3.4% | +2.0% | +4.9% |
| 30D | +31.0% | +2.4% | +28.6% | +30.4% |
| 3M | +46.0% | -28.0% | +74.0% | +53.0% |
| 6M | +77.3% | -21.2% | +98.6% | +81.4% |
| YTD | +141.9% | -17.4% | +159.3% | +143.8% |
| 1Y | +120.9% | +33.6% | +87.3% | +102.3% |
| 3Y | +182.7% | +419.7% | -237.0% | +50.7% |
| 5Y | +646.4% | +241.7% | +404.7% | +361.6% |
| All | +1,106.5% | +182.2% | +924.3% | +699.0% |
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 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