+192.5%
ECHO vs MDY
+177.2%
+15.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.8% | +0.6% | +0.6% |
| 7D | +3.7% | -1.9% | +5.6% | +5.6% |
| 30D | +0.7% | -4.6% | +5.3% | +5.4% |
| 3M | -27.3% | -1.2% | -26.1% | -26.4% |
| 6M | -17.0% | +9.2% | -26.2% | -23.5% |
| YTD | -14.3% | +13.1% | -27.4% | -23.6% |
| 1Y | +20.9% | +13.0% | +7.9% | +7.9% |
| 3Y | +423.0% | +49.2% | +373.7% | +273.1% |
| 5Y | +265.7% | +47.2% | +218.4% | +161.7% |
| All | +192.5% | +177.2% | +15.3% | +24.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 10y: compounded portfolio wealth divided by compounded MDY 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…
10y analysis · Full analysis span regression · 6 months rolling