+260.6%
ECHO vs MDY
+43.9%
+216.7%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.9% | +1.5% | +1.6% |
| 7D | +2.3% | -2.5% | +4.8% | +5.2% |
| 30D | +4.4% | -5.0% | +9.4% | +10.6% |
| 3M | -20.3% | +0.5% | -20.8% | -20.5% |
| 6M | -15.3% | +8.0% | -23.4% | -22.0% |
| YTD | -15.5% | +12.2% | -27.7% | -25.3% |
| 1Y | +15.0% | +14.0% | +1.0% | -0.2% |
| 3Y | +409.1% | +48.2% | +361.0% | +251.0% |
| 5Y | +260.6% | +46.1% | +214.6% | +160.0% |
| All | +260.6% | +43.9% | +216.7% | +160.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling