+251.0%
MRVL vs ECHO
+9.4%
+241.6%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -2.2% | +6.5% | +5.0% |
| 7D | +13.8% | +5.3% | +8.5% | +11.9% |
| 30D | +12.7% | +2.4% | +10.2% | +11.7% |
| 3M | -11.9% | -21.8% | +9.9% | -7.5% |
| 6M | +153.8% | -16.9% | +170.8% | +162.3% |
| YTD | +177.0% | -16.0% | +192.9% | +186.2% |
| All | +251.0% | +9.4% | +241.6% | +255.9% |
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 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