+716.4%
MCD vs ECHO
+267.2%
+449.1%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.9% | -2.7% | 0.0% |
| 7D | +7.3% | +2.2% | +5.1% | +7.0% |
| 30D | +20.0% | +9.8% | +10.1% | +18.8% |
| 3M | +3.8% | +16.8% | -13.0% | +2.2% |
| 6M | +3.8% | -18.1% | +21.8% | +4.9% |
| YTD | -5.9% | -4.2% | -1.7% | -6.7% |
| 1Y | -3.2% | +41.2% | -44.5% | -7.7% |
| 3Y | +13.3% | +943.7% | -930.4% | -23.6% |
| 5Y | +25.2% | +277.5% | -252.3% | -2.6% |
| 10Y | +213.3% | +159.8% | +53.6% | +151.6% |
| All | +716.4% | +267.2% | +449.1% | +441.3% |
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 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