-1.3%
MCD vs ECHO
-20.3%
+19.0%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.1% | +2.7% | -1.6% |
| 7D | +7.1% | -2.4% | +9.5% | +6.9% |
| 30D | +19.8% | -3.1% | +22.9% | +19.7% |
| 3M | +0.8% | +8.7% | -7.9% | +1.4% |
| 6M | -1.3% | -24.8% | +23.4% | -2.3% |
| All | -1.3% | -20.3% | +19.0% | -2.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling