+243.2%
ECHO vs MNDY
-49.8%
+293.0%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.0% | -0.6% | +1.2% |
| 7D | +3.7% | -4.6% | +8.4% | +4.2% |
| 30D | +0.7% | +1.0% | -0.3% | +0.2% |
| 3M | -27.3% | +9.1% | -36.4% | -28.4% |
| 6M | -17.0% | +14.2% | -31.2% | -19.3% |
| YTD | -14.3% | -41.1% | +26.8% | -10.2% |
| 1Y | +20.9% | -54.7% | +75.6% | +30.3% |
| 3Y | +423.0% | -50.6% | +473.5% | +451.9% |
| 5Y | +265.7% | -76.7% | +342.3% | +274.6% |
| All | +243.2% | -49.8% | +293.0% | +253.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MNDY.
Daily Out/Under-Performance
Portfolio return minus MNDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MNDY 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 MNDY 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