+99.0%
MNST vs ECHO
+286.2%
-187.3%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +6.9% | -7.1% | -0.4% |
| 7D | -5.0% | +3.0% | -8.0% | -5.1% |
| 30D | +4.6% | +6.7% | -2.1% | +4.3% |
| 3M | +1.0% | +12.4% | -11.4% | +0.6% |
| 6M | +5.8% | -20.4% | +26.2% | +6.3% |
| YTD | +19.1% | -6.9% | +26.0% | +18.9% |
| 1Y | +30.9% | +37.7% | -6.8% | +29.1% |
| 3Y | +65.7% | +902.9% | -837.2% | +40.0% |
| 5Y | +99.0% | +275.3% | -176.4% | +90.6% |
| All | +99.0% | +286.2% | -187.3% | +90.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling