+601.4%
MPC vs ECHO
+238.8%
+362.5%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -4.0% | +6.5% | +2.7% |
| 7D | +9.4% | +9.1% | +0.3% | +8.9% |
| 30D | -13.4% | +7.2% | -20.6% | -13.8% |
| 3M | +18.9% | +6.1% | +12.8% | +18.4% |
| 6M | +64.9% | -24.2% | +89.1% | +66.6% |
| YTD | +156.8% | -9.7% | +166.5% | +156.1% |
| 1Y | +113.2% | +40.9% | +72.2% | +106.8% |
| 3Y | +201.8% | +883.3% | -681.5% | +131.8% |
| 5Y | +601.4% | +224.2% | +377.2% | +612.6% |
| All | +601.4% | +238.8% | +362.5% | +612.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling