+218.5%
MRVL vs ECHO
+922.0%
-703.5%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | -1.9% | +11.2% | +9.6% |
| 7D | +5.6% | +3.6% | +2.0% | +5.3% |
| 30D | -36.5% | +7.5% | -44.0% | -37.1% |
| 3M | -20.5% | +16.2% | -36.6% | -22.1% |
| 6M | -1.1% | -20.9% | +19.7% | +1.6% |
| YTD | +99.0% | -6.0% | +104.9% | +99.5% |
| 1Y | +89.3% | +43.4% | +45.9% | +80.3% |
| All | +218.5% | +922.0% | -703.5% | +124.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling