+251.0%
ECHO vs MKC
-34.7%
+285.6%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.8% | -1.4% | -2.2% |
| 7D | +5.3% | -4.3% | +9.7% | +5.9% |
| 30D | +2.4% | -3.1% | +5.5% | +2.7% |
| 3M | -21.8% | +6.8% | -28.6% | -22.8% |
| 6M | -16.9% | -18.3% | +1.4% | -14.5% |
| YTD | -16.0% | -23.1% | +7.1% | -12.9% |
| 1Y | +9.3% | -23.7% | +33.0% | +13.4% |
| 3Y | +406.2% | -31.0% | +437.2% | +435.5% |
| 5Y | +251.0% | -33.5% | +284.5% | +256.5% |
| All | +251.0% | -34.7% | +285.6% | +256.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling