+20.6%
ICE vs MCK
+31.3%
-10.7%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +7.0% | -4.7% | +0.9% |
| 7D | +12.2% | +11.3% | +0.8% | +9.7% |
| 30D | +15.0% | +16.8% | -1.9% | +11.6% |
| 3M | +17.6% | +28.9% | -11.3% | +11.9% |
| 6M | +12.6% | +32.7% | -20.1% | +6.1% |
| YTD | +9.1% | +30.8% | -21.6% | +3.0% |
| 1Y | +20.6% | +27.6% | -7.0% | +14.0% |
| All | +20.6% | +31.3% | -10.7% | +14.0% |
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