+245.8%
ECHO vs MCO
+1,546.1%
-1,300.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.4% | -0.9% | -1.8% |
| 7D | +5.3% | -3.1% | +8.5% | +6.4% |
| 30D | +2.4% | -0.5% | +3.0% | +2.5% |
| 3M | -21.8% | +5.7% | -27.5% | -23.6% |
| 6M | -16.9% | +3.0% | -20.0% | -18.6% |
| YTD | -16.0% | -6.5% | -9.5% | -15.4% |
| 1Y | +9.3% | -5.8% | +15.0% | +9.5% |
| 3Y | +406.2% | +43.1% | +363.1% | +345.7% |
| 5Y | +251.0% | +29.5% | +221.5% | +212.6% |
| 10Y | +191.3% | +388.8% | -197.6% | +69.1% |
| All | +245.8% | +1,546.1% | -1,300.4% | +26.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling