+20.8%
MCD vs ECHO
+227.9%
-207.1%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.9% | -2.5% | -0.6% |
| 7D | -1.6% | +5.7% | -7.3% | -1.7% |
| 30D | +14.1% | +13.8% | +0.3% | +13.8% |
| 3M | +0.6% | +9.1% | -8.5% | +0.4% |
| 6M | 0.0% | -24.9% | +25.0% | +0.4% |
| YTD | -9.3% | -8.0% | -1.3% | -9.4% |
| 1Y | -9.3% | +42.9% | -52.2% | -10.3% |
| 3Y | +8.6% | +926.7% | -918.1% | -4.0% |
| All | +20.8% | +227.9% | -207.1% | +22.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling