+82.7%
MRVL vs ECHO
+34.5%
+48.2%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -3.3% | -3.8% | -6.0% |
| 7D | -36.5% | +4.6% | -41.1% | -37.5% |
| 30D | -41.1% | +0.4% | -41.5% | -41.3% |
| 3M | -26.9% | +7.7% | -34.5% | -28.8% |
| 6M | -2.3% | -18.0% | +15.7% | -0.2% |
| YTD | +88.4% | -9.3% | +97.6% | +90.1% |
| 1Y | +82.7% | +34.2% | +48.5% | +85.5% |
| All | +82.7% | +34.5% | +48.2% | +85.5% |
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 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