+92.2%
MDLZ vs ECHO
+168.8%
-76.6%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +6.9% | -6.3% | +0.3% |
| 7D | +0.1% | +3.0% | -2.9% | -0.1% |
| 30D | +10.0% | +6.7% | +3.3% | +9.5% |
| 3M | +7.1% | +12.4% | -5.3% | +6.3% |
| 6M | +9.8% | -20.4% | +30.2% | +10.7% |
| YTD | +26.6% | -6.9% | +33.6% | +26.3% |
| 1Y | +20.3% | +37.7% | -17.4% | +17.4% |
| 3Y | +5.4% | +902.9% | -897.5% | -17.7% |
| 5Y | +22.2% | +275.3% | -253.1% | +7.0% |
| 10Y | +92.2% | +159.0% | -66.8% | +94.6% |
| All | +92.2% | +168.8% | -76.6% | +94.6% |
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