+700.0%
MCD vs ECHO
+233.6%
+466.4%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.1% | +2.7% | -1.0% |
| 7D | +7.1% | -2.4% | +9.5% | +7.3% |
| 30D | +19.8% | -3.1% | +22.9% | +19.9% |
| 3M | +0.8% | +8.7% | -7.9% | -0.2% |
| 6M | -1.3% | -24.8% | +23.4% | +0.5% |
| YTD | -7.8% | -13.0% | +5.2% | -7.8% |
| 1Y | -5.0% | +33.9% | -38.9% | -8.9% |
| 3Y | +10.5% | +791.8% | -781.3% | -24.0% |
| 5Y | +22.0% | +261.7% | -239.7% | -5.3% |
| 10Y | +216.7% | +157.3% | +59.4% | +152.7% |
| All | +700.0% | +233.6% | +466.4% | +435.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling