-16.1%
MCD vs ECHO
+14.6%
-30.7%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.0% | -4.0% | +0.1% |
| 7D | -2.0% | +8.6% | -10.6% | -1.9% |
| 30D | -6.1% | +3.8% | -9.9% | -6.1% |
| 3M | -7.3% | -19.9% | +12.6% | -7.1% |
| 6M | -20.9% | -12.1% | -8.9% | -21.0% |
| YTD | -14.7% | -14.1% | -0.6% | -15.1% |
| 1Y | -16.1% | +15.9% | -32.0% | -16.2% |
| All | -16.1% | +14.6% | -30.7% | -16.2% |
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