+106.1%
MDLZ vs ECHO
+155.6%
-49.5%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.9% | +2.1% | +0.3% |
| 7D | -1.0% | +3.6% | -4.6% | -1.2% |
| 30D | +7.9% | +7.5% | +0.5% | +7.5% |
| 3M | +8.9% | +16.2% | -7.2% | +8.0% |
| 6M | +10.5% | -20.9% | +31.4% | +11.4% |
| YTD | +27.1% | -6.0% | +33.1% | +26.7% |
| 1Y | +20.9% | +43.4% | -22.5% | +17.7% |
| 3Y | +5.5% | +924.0% | -918.5% | -18.0% |
| 5Y | +22.2% | +249.6% | -227.4% | +8.3% |
| 10Y | +106.1% | +151.3% | -45.2% | +98.4% |
| All | +106.1% | +155.6% | -49.5% | +98.4% |
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