+234.6%
ECHO vs MKC
-35.5%
+270.1%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.2% | +0.7% | +1.8% |
| 7D | +5.7% | -3.0% | +8.7% | +5.9% |
| 30D | +13.8% | +4.8% | +9.0% | +12.9% |
| 3M | +9.1% | -12.8% | +21.9% | +10.4% |
| 6M | -24.9% | +5.0% | -30.0% | -26.1% |
| YTD | -8.0% | -29.1% | +21.1% | -4.1% |
| 1Y | +42.9% | -26.4% | +69.3% | +48.0% |
| 3Y | +926.7% | -21.6% | +948.3% | +939.0% |
| All | +234.6% | -35.5% | +270.1% | +259.1% |
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