+423.0%
ECHO vs MCO
+42.6%
+380.4%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.6% | -0.2% | +0.6% |
| 7D | +3.7% | -3.8% | +7.5% | +5.6% |
| 30D | +0.7% | -0.4% | +1.1% | +0.6% |
| 3M | -27.3% | +7.7% | -35.0% | -30.9% |
| 6M | -17.0% | +7.0% | -24.0% | -21.6% |
| YTD | -14.3% | -6.4% | -7.9% | -12.4% |
| 1Y | +20.9% | -7.6% | +28.5% | +24.4% |
| 3Y | +423.0% | +43.2% | +379.7% | +270.4% |
| All | +423.0% | +42.6% | +380.4% | +270.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling