+33.6%
ECHO vs MCO
+0.4%
+33.2%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.1% | +2.1% | +0.1% |
| 7D | +3.4% | -4.2% | +7.6% | +3.5% |
| 30D | +2.4% | +2.2% | +0.2% | +2.3% |
| 3M | -28.0% | +10.1% | -38.1% | -28.4% |
| 6M | -21.2% | +5.3% | -26.5% | -20.9% |
| YTD | -17.4% | -2.7% | -14.6% | -15.1% |
| 1Y | +33.6% | -0.4% | +34.0% | +37.0% |
| All | +33.6% | +0.4% | +33.2% | +37.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MCO.
Daily Out/Under-Performance
Portfolio return minus MCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCO 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 MCO 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