+22.3%
MDLZ vs ECHO
+36.9%
-14.6%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +6.9% | -6.3% | +0.8% |
| 7D | +0.1% | +3.0% | -2.9% | +0.2% |
| 30D | +10.0% | +6.7% | +3.3% | +10.4% |
| 3M | +7.1% | +12.4% | -5.3% | +7.5% |
| 6M | +9.8% | -20.4% | +30.2% | +11.2% |
| YTD | +26.6% | -6.9% | +33.6% | +28.1% |
| All | +22.3% | +36.9% | -14.6% | +27.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling