+6,436.3%
MPWR vs ECHO
+233.6%
+6,202.7%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +5.2% | 0.0% | +3.8% |
| 7D | -1.7% | -2.4% | +0.6% | -0.9% |
| 30D | -16.5% | -3.1% | -13.4% | -15.6% |
| 3M | -12.3% | +8.7% | -21.0% | -14.0% |
| 6M | -27.7% | -24.8% | -3.0% | -22.6% |
| YTD | +32.0% | -13.0% | +45.0% | +34.1% |
| 1Y | +25.1% | +33.9% | -8.8% | +12.8% |
| 3Y | +146.5% | +791.8% | -645.3% | -6.6% |
| 5Y | +126.0% | +261.7% | -135.6% | +15.4% |
| 10Y | +1,582.7% | +157.3% | +1,425.4% | +833.5% |
| All | +6,436.3% | +233.6% | +6,202.7% | +2,484.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling