+415.7%
ECHO vs MNDY
-50.4%
+466.1%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MNDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +5.0% | -4.4% | -0.1% |
| 7D | +2.3% | -12.5% | +14.8% | +4.1% |
| 30D | +4.4% | -2.6% | +7.0% | +4.3% |
| 3M | -20.3% | +4.2% | -24.5% | -21.5% |
| 6M | -15.3% | +9.8% | -25.1% | -18.0% |
| YTD | -15.5% | -42.3% | +26.8% | -7.5% |
| 1Y | +15.0% | -54.5% | +69.5% | +31.4% |
| All | +415.7% | -50.4% | +466.1% | +474.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling