+99.8%
MNST vs ECHO
+227.9%
-128.0%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.9% | 0.0% | +1.9% |
| 7D | +1.6% | +5.7% | -4.1% | +1.4% |
| 30D | +5.1% | +13.8% | -8.8% | +4.6% |
| 3M | -0.5% | +9.1% | -9.5% | -0.8% |
| 6M | +8.1% | -24.9% | +33.1% | +8.9% |
| YTD | +21.2% | -8.0% | +29.2% | +21.1% |
| 1Y | +30.7% | +42.9% | -12.2% | +28.8% |
| 3Y | +67.3% | +926.7% | -859.4% | +40.6% |
| All | +99.8% | +227.9% | -128.0% | +98.8% |
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 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