-7.7%
ECHO vs MDLN
-7.1%
-0.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.4% | +1.0% | +1.3% |
| 7D | +3.7% | -11.1% | +14.8% | +5.3% |
| 30D | +0.7% | -8.4% | +9.1% | +1.7% |
| 3M | -27.3% | -12.4% | -14.9% | -25.8% |
| 6M | -17.0% | -23.3% | +6.3% | -14.9% |
| YTD | -14.3% | -22.5% | +8.2% | -13.8% |
| All | -7.7% | -7.1% | -0.6% | -7.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MDLN.
Daily Out/Under-Performance
Portfolio return minus MDLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDLN 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 MDLN 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