+2,335.6%
MNST vs ECHO
+216.6%
+2,119.0%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | -6.5% | +3.4% | -9.9% | -6.9% |
| 30D | -7.2% | +2.4% | -9.6% | -7.5% |
| 3M | -1.0% | -28.0% | +26.9% | +2.3% |
| 6M | +11.5% | -21.2% | +32.7% | +13.6% |
| YTD | +14.3% | -17.4% | +31.7% | +15.3% |
| 1Y | +38.1% | +33.6% | +4.5% | +30.7% |
| 3Y | +55.0% | +419.7% | -364.7% | +4.9% |
| 5Y | +79.6% | +241.7% | -162.1% | +30.4% |
| 10Y | +241.8% | +180.8% | +61.0% | +147.8% |
| All | +2,335.6% | +216.6% | +2,119.0% | +1,405.3% |
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