+18.4%
MDLZ vs ECHO
+253.4%
-235.0%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.5% | +0.1% |
| 7D | +1.7% | +2.3% | -0.6% | +1.6% |
| 30D | +1.1% | +4.4% | -3.3% | +1.0% |
| 3M | -1.8% | -20.3% | +18.4% | -1.4% |
| 6M | +12.3% | -15.3% | +27.6% | +12.6% |
| YTD | +18.0% | -15.5% | +33.5% | +18.2% |
| 1Y | +3.8% | +15.0% | -11.2% | +3.2% |
| 3Y | -2.4% | +409.1% | -411.6% | -9.7% |
| 5Y | +18.4% | +260.6% | -242.2% | +13.5% |
| All | +18.4% | +253.4% | -235.0% | +13.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling