+180.6%
MPC vs ECHO
+423.0%
-242.4%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | +5.4% | +3.4% | +2.0% | +5.4% |
| 30D | +31.0% | +2.4% | +28.6% | +30.9% |
| 3M | +46.0% | -28.0% | +74.0% | +47.0% |
| 6M | +77.3% | -21.2% | +98.6% | +77.9% |
| YTD | +141.9% | -17.4% | +159.3% | +142.1% |
| 1Y | +120.9% | +33.6% | +87.3% | +117.6% |
| All | +180.6% | +423.0% | -242.4% | +168.8% |
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