+2,244.9%
ICE vs MCO
+971.8%
+1,273.1%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.4% | +0.6% | 0.0% |
| 7D | -0.9% | -3.1% | +2.3% | +0.9% |
| 30D | +4.0% | -0.5% | +4.5% | +4.3% |
| 3M | +11.0% | +5.7% | +5.3% | +7.5% |
| 6M | -5.0% | +3.0% | -8.0% | -7.0% |
| YTD | -2.7% | -6.5% | +3.8% | -0.1% |
| 1Y | -8.6% | -5.8% | -2.9% | -6.8% |
| 3Y | +41.4% | +43.1% | -1.8% | +12.2% |
| 5Y | +39.9% | +29.5% | +10.4% | +14.7% |
| 10Y | +214.9% | +388.8% | -173.9% | +17.4% |
| All | +2,244.9% | +971.8% | +1,273.1% | +354.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MCO.
Daily Out/Under-Performance
Portfolio return minus MCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCO 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 MCO 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