+404.3%
MDLZ vs ECHO
+233.6%
+170.7%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +5.2% | -6.4% | -1.6% |
| 7D | +1.7% | -2.4% | +4.1% | +1.8% |
| 30D | +11.2% | -3.1% | +14.3% | +11.2% |
| 3M | +6.1% | +8.7% | -2.6% | +5.1% |
| 6M | +8.6% | -24.8% | +33.3% | +10.4% |
| YTD | +25.8% | -13.0% | +38.8% | +25.8% |
| 1Y | +21.7% | +33.9% | -12.3% | +16.7% |
| 3Y | +5.8% | +791.8% | -786.0% | -26.5% |
| 5Y | +21.4% | +261.7% | -240.3% | -5.1% |
| 10Y | +97.2% | +157.3% | -60.1% | +57.7% |
| All | +404.3% | +233.6% | +170.7% | +234.9% |
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