+639.8%
MCD vs ECHO
+216.6%
+423.1%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | 0.0% | -1.5% | -1.5% |
| 7D | -2.8% | +3.4% | -6.2% | -3.1% |
| 30D | -6.0% | +2.4% | -8.4% | -6.2% |
| 3M | -5.6% | -28.0% | +22.4% | -3.2% |
| 6M | -21.9% | -21.2% | -0.6% | -20.8% |
| YTD | -14.7% | -17.4% | +2.7% | -14.2% |
| 1Y | -17.3% | +33.6% | -50.9% | -20.8% |
| 3Y | -2.2% | +419.7% | -421.8% | -27.5% |
| 5Y | +20.3% | +241.7% | -221.4% | -6.1% |
| 10Y | +180.7% | +180.8% | -0.1% | +119.9% |
| All | +639.8% | +216.6% | +423.1% | +397.9% |
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