+199.7%
ICE vs MDB
+912.7%
-713.0%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.6% | +2.0% | +0.5% |
| 7D | +3.6% | +6.8% | -3.2% | +2.9% |
| 30D | +15.1% | -6.2% | +21.3% | +15.4% |
| 3M | +15.4% | -29.2% | +44.6% | +18.4% |
| 6M | +16.1% | +10.3% | +5.8% | +13.0% |
| YTD | +11.4% | -20.4% | +31.7% | +11.1% |
| 1Y | +18.5% | -4.8% | +23.3% | +15.6% |
| 3Y | +70.5% | -11.6% | +82.1% | +61.0% |
| 5Y | +40.9% | -41.0% | +82.0% | +31.0% |
| All | +199.7% | +912.7% | -713.0% | +89.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MDB.
Daily Out/Under-Performance
Portfolio return minus MDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDB 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 10y: compounded portfolio wealth divided by compounded MDB 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…
10y analysis · Full analysis span regression · 6 months rolling