-6.4%
ICE vs MCK
+32.0%
-38.4%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.5% | -0.6% | -1.8% |
| 7D | -0.7% | +1.7% | -2.4% | -1.0% |
| 30D | +7.6% | +3.6% | +4.0% | +6.9% |
| 3M | +13.9% | +20.1% | -6.1% | +10.1% |
| 6M | -2.4% | -7.0% | +4.7% | -2.5% |
| YTD | +0.3% | +11.0% | -10.8% | -2.2% |
| 1Y | -6.4% | +31.8% | -38.3% | -10.5% |
| All | -6.4% | +32.0% | -38.4% | -10.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MCK.
Daily Out/Under-Performance
Portfolio return minus MCK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCK 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 MCK 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