+84.6%
MRK vs ECHO
+34.5%
+50.1%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -3.3% | +7.2% | +4.0% |
| 7D | +6.7% | +4.6% | +2.1% | +6.5% |
| 30D | +7.8% | +0.4% | +7.3% | +7.7% |
| 3M | +18.2% | +7.7% | +10.5% | +17.9% |
| 6M | +34.7% | -18.0% | +52.7% | +34.9% |
| YTD | +45.8% | -9.3% | +55.1% | +46.1% |
| 1Y | +84.6% | +34.2% | +50.4% | +89.6% |
| All | +84.6% | +34.5% | +50.1% | +89.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling