+1,921.6%
MPWR vs ECHO
+155.6%
+1,766.0%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | -1.9% | +10.8% | +9.3% |
| 7D | +17.3% | +3.6% | +13.6% | +16.6% |
| 30D | +12.1% | +7.5% | +4.6% | +10.7% |
| 3M | +5.6% | +16.2% | -10.5% | +2.7% |
| 6M | -10.7% | -20.9% | +10.1% | -6.8% |
| YTD | +64.0% | -6.0% | +69.9% | +63.7% |
| 1Y | +55.9% | +43.4% | +12.5% | +42.6% |
| 3Y | +199.5% | +924.0% | -724.6% | +34.1% |
| 5Y | +176.6% | +249.6% | -73.1% | +75.8% |
| 10Y | +1,921.6% | +151.3% | +1,770.3% | +1,377.9% |
| All | +1,921.6% | +155.6% | +1,766.0% | +1,377.9% |
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