+1,349.7%
MRVL vs ECHO
+246.0%
+1,103.7%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -4.0% | +1.4% | -1.5% |
| 7D | +23.1% | +9.1% | +14.0% | +20.3% |
| 30D | -38.8% | +7.2% | -46.0% | -39.7% |
| 3M | -24.2% | +6.1% | -30.3% | -25.3% |
| 6M | 0.0% | -24.2% | +24.2% | +7.5% |
| YTD | +93.8% | -9.7% | +103.6% | +96.9% |
| 1Y | +84.4% | +40.9% | +43.5% | +65.2% |
| 3Y | +203.6% | +883.3% | -679.7% | +14.4% |
| 5Y | +127.8% | +224.2% | -96.4% | +26.1% |
| 10Y | +1,257.2% | +141.3% | +1,115.9% | +694.0% |
| All | +1,349.7% | +246.0% | +1,103.7% | +440.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling