+1,786.5%
MPWR vs ECHO
+168.8%
+1,617.7%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.6% | +6.9% | +9.7% | +15.1% |
| 7D | +11.6% | +3.0% | +8.6% | +11.2% |
| 30D | +0.1% | +6.7% | -6.6% | -0.9% |
| 3M | -0.8% | +12.4% | -13.2% | -2.8% |
| 6M | -13.0% | -20.4% | +7.4% | -9.3% |
| YTD | +53.9% | -6.9% | +60.8% | +54.1% |
| 1Y | +45.8% | +37.7% | +8.1% | +34.5% |
| 3Y | +194.3% | +902.9% | -708.6% | +32.8% |
| 5Y | +160.1% | +275.3% | -115.2% | +60.3% |
| 10Y | +1,786.5% | +159.0% | +1,627.5% | +1,323.0% |
| All | +1,786.5% | +168.8% | +1,617.7% | +1,323.0% |
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