+191.7%
MPWR vs ECHO
+881.3%
-689.6%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.0% | +1.9% | -1.6% |
| 7D | +27.9% | +9.1% | +18.8% | +26.5% |
| 30D | +9.7% | +7.2% | +2.5% | +8.9% |
| 3M | +1.7% | +6.1% | -4.4% | +1.2% |
| 6M | -9.2% | -24.2% | +14.9% | -6.5% |
| YTD | +60.5% | -9.7% | +70.2% | +61.4% |
| 1Y | +52.0% | +40.9% | +11.1% | +45.6% |
| All | +191.7% | +881.3% | -689.6% | +98.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling