+403.5%
MRK vs ECHO
+228.4%
+175.1%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.4% | -1.9% | -0.7% |
| 7D | -4.3% | +3.7% | -8.0% | -4.6% |
| 30D | +8.3% | +0.7% | +7.6% | +8.2% |
| 3M | +20.0% | -27.3% | +47.4% | +23.4% |
| 6M | +25.7% | -17.0% | +42.6% | +26.9% |
| YTD | +38.7% | -14.3% | +53.1% | +39.2% |
| 1Y | +74.7% | +20.9% | +53.8% | +68.9% |
| 3Y | +45.4% | +423.0% | -377.6% | +5.5% |
| 5Y | +129.0% | +265.7% | -136.7% | +73.5% |
| 10Y | +228.0% | +197.1% | +31.0% | +146.4% |
| All | +403.5% | +228.4% | +175.1% | +200.4% |
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