+240.4%
MNST vs ECHO
+193.6%
+46.8%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +4.0% | -5.6% | -1.8% |
| 7D | -4.1% | +8.6% | -12.7% | -4.6% |
| 30D | -4.5% | +3.8% | -8.2% | -4.8% |
| 3M | -2.5% | -19.9% | +17.4% | -1.2% |
| 6M | +14.1% | -12.1% | +26.2% | +14.6% |
| YTD | +12.6% | -14.1% | +26.6% | +12.9% |
| 1Y | +36.9% | +15.9% | +21.1% | +34.1% |
| 3Y | +53.1% | +417.8% | -364.8% | +20.9% |
| 5Y | +78.2% | +259.3% | -181.1% | +48.4% |
| 10Y | +240.4% | +192.7% | +47.7% | +189.6% |
| All | +240.4% | +193.6% | +46.8% | +189.6% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling