+42.1%
ICE vs MCK
+112.3%
-70.2%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.1% | +0.9% | +1.0% |
| 7D | -2.4% | -2.9% | +0.5% | -2.0% |
| 30D | +4.0% | +0.4% | +3.6% | +3.9% |
| 3M | +13.7% | +12.1% | +1.6% | +11.9% |
| 6M | +0.9% | -5.4% | +6.4% | +1.0% |
| YTD | -2.1% | +7.8% | -9.9% | -3.4% |
| 1Y | -9.5% | +22.9% | -32.5% | -11.6% |
| 3Y | +42.1% | +110.7% | -68.6% | +36.4% |
| All | +42.1% | +112.3% | -70.2% | +36.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling