+427.0%
MCK vs ECHO
+197.5%
+229.5%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.4% | -1.3% | 0.0% |
| 7D | -2.9% | +3.7% | -6.6% | -3.1% |
| 30D | +0.4% | +0.7% | -0.3% | +0.4% |
| 3M | +12.1% | -27.3% | +39.4% | +13.7% |
| 6M | -5.4% | -17.0% | +11.5% | -5.0% |
| YTD | +7.8% | -14.3% | +22.1% | +7.9% |
| 1Y | +22.9% | +20.9% | +2.0% | +20.6% |
| 3Y | +110.7% | +423.0% | -312.2% | +74.6% |
| 5Y | +346.2% | +265.7% | +80.5% | +289.9% |
| All | +427.0% | +197.5% | +229.5% | +355.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling