+33.6%
ECHO vs MKC
-23.4%
+57.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | 0.0% |
| 7D | +3.4% | -5.9% | +9.3% | +3.0% |
| 30D | +2.4% | -0.9% | +3.2% | +2.2% |
| 3M | -28.0% | +12.7% | -40.7% | -28.0% |
| 6M | -21.2% | -19.3% | -1.9% | -20.7% |
| YTD | -17.4% | -22.2% | +4.8% | -16.9% |
| 1Y | +33.6% | -23.3% | +56.9% | +33.9% |
| All | +33.6% | -23.4% | +57.0% | +33.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 MKC 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