+224.4%
MRK vs ECHO
+197.5%
+26.9%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.4% | -1.9% | -0.6% |
| 7D | -4.3% | +3.7% | -8.0% | -4.4% |
| 30D | +8.3% | +0.7% | +7.6% | +8.2% |
| 3M | +20.0% | -27.3% | +47.4% | +21.7% |
| 6M | +25.7% | -17.0% | +42.6% | +26.3% |
| YTD | +38.7% | -14.3% | +53.1% | +39.0% |
| 1Y | +74.7% | +20.9% | +53.8% | +71.9% |
| 3Y | +45.4% | +423.0% | -377.6% | +23.8% |
| 5Y | +129.0% | +265.7% | -136.7% | +101.8% |
| All | +224.4% | +197.5% | +26.9% | +195.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling