+32.5%
MPWR vs ECHO
+34.5%
-2.0%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -3.3% | -1.8% | -4.2% |
| 7D | +4.1% | +4.6% | -0.5% | +3.0% |
| 30D | -14.8% | +0.4% | -15.2% | -14.9% |
| 3M | -5.4% | +7.7% | -13.1% | -7.1% |
| 6M | -19.6% | -18.0% | -1.6% | -17.2% |
| YTD | +39.8% | -9.3% | +49.1% | +38.2% |
| 1Y | +32.5% | +34.2% | -1.7% | +24.4% |
| All | +32.5% | +34.5% | -2.0% | +24.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling