+290.9%
MRVL vs ECHO
+252.6%
+38.3%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -2.2% | +6.5% | +4.7% |
| 7D | +13.8% | +5.3% | +8.5% | +12.7% |
| 30D | +12.7% | +2.4% | +10.2% | +12.1% |
| 3M | -11.9% | -21.8% | +9.9% | -8.3% |
| 6M | +153.8% | -16.9% | +170.8% | +161.2% |
| YTD | +177.0% | -16.0% | +192.9% | +183.2% |
| 1Y | +252.3% | +9.3% | +243.1% | +243.8% |
| 3Y | +325.5% | +406.2% | -80.7% | +181.3% |
| 5Y | +290.9% | +251.0% | +39.9% | +183.7% |
| All | +290.9% | +252.6% | +38.3% | +183.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling