+2,436.7%
MNST vs ECHO
+256.8%
+2,180.0%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +6.9% | -7.1% | -1.0% |
| 7D | -5.0% | +3.0% | -8.0% | -5.4% |
| 30D | +4.6% | +6.7% | -2.1% | +3.5% |
| 3M | +1.0% | +12.4% | -11.4% | -0.7% |
| 6M | +5.8% | -20.4% | +26.2% | +7.6% |
| YTD | +19.1% | -6.9% | +26.0% | +18.1% |
| 1Y | +30.9% | +37.7% | -6.8% | +23.5% |
| 3Y | +65.7% | +902.9% | -837.2% | -0.2% |
| 5Y | +99.0% | +275.3% | -176.4% | +43.2% |
| 10Y | +313.1% | +159.0% | +154.1% | +210.6% |
| All | +2,436.7% | +256.8% | +2,180.0% | +1,441.1% |
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