+41.7%
ICE vs MCK
+345.1%
-303.4%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.1% | +0.9% | +1.0% |
| 7D | -2.4% | -2.9% | +0.5% | -1.9% |
| 30D | +4.0% | +0.4% | +3.6% | +3.9% |
| 3M | +13.7% | +12.1% | +1.6% | +11.3% |
| 6M | +0.9% | -5.4% | +6.4% | +1.4% |
| YTD | -2.1% | +7.8% | -9.9% | -3.9% |
| 1Y | -9.5% | +22.9% | -32.5% | -13.0% |
| 3Y | +42.1% | +110.7% | -68.6% | +22.2% |
| All | +41.7% | +345.1% | -303.4% | -2.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling