+196.4%
MDT vs ECHO
+216.6%
-20.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +1.1% |
| 7D | +3.2% | +3.4% | -0.2% | +2.8% |
| 30D | +9.5% | +2.4% | +7.2% | +9.1% |
| 3M | +16.0% | -28.0% | +43.9% | +20.4% |
| 6M | +0.2% | -21.2% | +21.5% | +2.3% |
| YTD | -0.3% | -17.4% | +17.1% | +0.8% |
| 1Y | +4.7% | +33.6% | -28.9% | -1.6% |
| 3Y | +26.5% | +419.7% | -393.1% | -17.5% |
| 5Y | -18.2% | +241.7% | -259.9% | -42.9% |
| 10Y | +40.0% | +180.8% | -140.7% | -1.7% |
| All | +196.4% | +216.6% | -20.2% | +69.8% |
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