+43.1%
MPWR vs ECHO
+36.9%
+6.3%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.6% | +6.9% | +9.7% | +14.3% |
| 7D | +11.6% | +3.0% | +8.6% | +10.8% |
| 30D | +0.1% | +6.7% | -6.6% | -1.5% |
| 3M | -0.8% | +12.4% | -13.2% | -3.5% |
| 6M | -13.0% | -20.4% | +7.4% | -10.4% |
| YTD | +53.9% | -6.9% | +60.8% | +50.9% |
| All | +43.1% | +36.9% | +6.3% | +33.8% |
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