+254.8%
ECHO vs MCO
+26.6%
+228.2%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.5% | +2.1% | +1.2% |
| 7D | +2.3% | -7.3% | +9.6% | +5.5% |
| 30D | +4.4% | -1.7% | +6.1% | +4.9% |
| 3M | -20.3% | +3.9% | -24.2% | -22.3% |
| 6M | -15.3% | +3.8% | -19.2% | -17.9% |
| YTD | -15.5% | -7.9% | -7.6% | -13.9% |
| 1Y | +15.0% | -6.8% | +21.8% | +16.0% |
| 3Y | +409.1% | +40.9% | +368.2% | +334.1% |
| All | +254.8% | +26.6% | +228.2% | +180.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling