+110.7%
MCK vs ECHO
+416.0%
-305.3%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.4% | -1.3% | +0.1% |
| 7D | -2.9% | +3.7% | -6.6% | -2.8% |
| 30D | +0.4% | +0.7% | -0.3% | +0.4% |
| 3M | +12.1% | -27.3% | +39.4% | +11.6% |
| 6M | -5.4% | -17.0% | +11.5% | -5.6% |
| YTD | +7.8% | -14.3% | +22.1% | +7.8% |
| 1Y | +22.9% | +20.9% | +2.0% | +23.8% |
| 3Y | +110.7% | +423.0% | -312.2% | +132.3% |
| All | +110.7% | +416.0% | -305.3% | +132.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling