+245.7%
MNST vs ECHO
+182.2%
+63.5%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | -6.5% | +3.4% | -9.9% | -6.7% |
| 30D | -7.2% | +2.4% | -9.6% | -7.4% |
| 3M | -1.0% | -28.0% | +26.9% | +1.0% |
| 6M | +11.5% | -21.2% | +32.7% | +12.8% |
| YTD | +14.3% | -17.4% | +31.7% | +15.0% |
| 1Y | +38.1% | +33.6% | +4.5% | +33.7% |
| 3Y | +55.0% | +419.7% | -364.7% | +21.5% |
| 5Y | +79.6% | +241.7% | -162.1% | +50.3% |
| All | +245.7% | +182.2% | +63.5% | +194.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling