+191.2%
MPC vs ECHO
+922.0%
-730.8%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -1.9% | +5.3% | +3.4% |
| 7D | +2.6% | +3.6% | -1.0% | +2.5% |
| 30D | -12.2% | +7.5% | -19.7% | -12.3% |
| 3M | +20.1% | +16.2% | +3.9% | +19.7% |
| 6M | +60.6% | -20.9% | +81.5% | +61.2% |
| YTD | +150.6% | -6.0% | +156.6% | +150.0% |
| 1Y | +104.7% | +43.4% | +61.3% | +101.7% |
| All | +191.2% | +922.0% | -730.8% | +165.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling