+79.0%
MDLZ vs ECHO
+193.6%
-114.6%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.0% | -3.5% | +0.4% |
| 7D | 0.0% | +8.6% | -8.5% | -0.4% |
| 30D | -1.6% | +3.8% | -5.3% | -1.8% |
| 3M | +0.9% | -19.9% | +20.8% | +1.8% |
| 6M | +7.3% | -12.1% | +19.4% | +7.6% |
| YTD | +16.4% | -14.1% | +30.5% | +16.7% |
| 1Y | +3.0% | +15.9% | -12.9% | +1.4% |
| 3Y | -3.7% | +417.8% | -421.6% | -19.2% |
| 5Y | +15.6% | +259.3% | -243.7% | +0.7% |
| 10Y | +79.0% | +192.7% | -113.8% | +53.1% |
| All | +79.0% | +193.6% | -114.6% | +53.1% |
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