+1,650.0%
MPWR vs ECHO
+193.6%
+1,456.5%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.0% | -4.5% | -1.2% |
| 7D | -0.6% | +8.6% | -9.2% | -2.3% |
| 30D | -13.1% | +3.8% | -16.8% | -13.7% |
| 3M | -21.7% | -19.9% | -1.8% | -18.5% |
| 6M | +19.5% | -12.1% | +31.6% | +21.5% |
| YTD | +34.9% | -14.1% | +49.0% | +36.9% |
| 1Y | +42.0% | +15.9% | +26.1% | +34.9% |
| 3Y | +148.8% | +417.8% | -269.0% | +36.1% |
| 5Y | +156.8% | +259.3% | -102.5% | +56.7% |
| 10Y | +1,650.0% | +192.7% | +1,457.3% | +1,034.1% |
| All | +1,650.0% | +193.6% | +1,456.5% | +1,034.1% |
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