-3.9%
MCD vs ECHO
+34.5%
-38.4%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -3.3% | +9.8% | +6.5% |
| 7D | +11.9% | +4.6% | +7.3% | +11.9% |
| 30D | +20.2% | +0.4% | +19.8% | +20.3% |
| 3M | +5.2% | +7.7% | -2.5% | +5.3% |
| 6M | 0.0% | -18.0% | +18.1% | 0.0% |
| YTD | -6.5% | -9.3% | +2.8% | -6.9% |
| 1Y | -3.9% | +34.2% | -38.2% | -3.5% |
| All | -3.9% | +34.5% | -38.4% | -3.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ECHO.
Daily Out/Under-Performance
Portfolio return minus ECHO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECHO 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 ECHO 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