+364.0%
MDLZ vs ECHO
+216.6%
+147.4%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | -1.7% | +3.4% | -5.1% | -2.0% |
| 30D | -2.1% | +2.4% | -4.5% | -2.3% |
| 3M | +1.3% | -28.0% | +29.3% | +3.8% |
| 6M | +6.2% | -21.2% | +27.4% | +7.6% |
| YTD | +15.8% | -17.4% | +33.2% | +16.5% |
| 1Y | +4.1% | +33.6% | -29.5% | -0.1% |
| 3Y | -4.1% | +419.7% | -423.8% | -28.3% |
| 5Y | +13.4% | +241.7% | -228.3% | -10.8% |
| 10Y | +75.7% | +180.8% | -105.0% | +37.6% |
| All | +364.0% | +216.6% | +147.4% | +210.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling