+155.2%
MPWR vs ECHO
+242.1%
-86.9%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | -2.6% | +3.4% | -6.0% | -3.1% |
| 30D | -9.0% | +2.4% | -11.4% | -9.3% |
| 3M | -25.8% | -28.0% | +2.1% | -22.3% |
| 6M | +11.8% | -21.2% | +33.0% | +15.0% |
| YTD | +35.5% | -17.4% | +52.9% | +37.9% |
| 1Y | +45.3% | +33.6% | +11.7% | +37.3% |
| 3Y | +138.5% | +419.7% | -281.2% | +56.6% |
| All | +155.2% | +242.1% | -86.9% | +85.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling