+1,293.1%
MRVL vs ECHO
+155.6%
+1,137.5%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | -1.9% | +11.2% | +9.8% |
| 7D | +5.6% | +3.6% | +2.0% | +5.1% |
| 30D | -36.5% | +7.5% | -44.0% | -37.4% |
| 3M | -20.5% | +16.2% | -36.6% | -22.9% |
| 6M | -1.1% | -20.9% | +19.7% | +3.7% |
| YTD | +99.0% | -6.0% | +104.9% | +99.8% |
| 1Y | +89.3% | +43.4% | +45.9% | +73.4% |
| 3Y | +211.6% | +924.0% | -712.4% | +41.8% |
| 5Y | +134.0% | +249.6% | -115.6% | +50.3% |
| 10Y | +1,293.1% | +151.3% | +1,141.8% | +892.9% |
| All | +1,293.1% | +155.6% | +1,137.5% | +892.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling