+161.9%
ICE vs MDB
+986.0%
-824.1%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.7% | -1.5% | -0.9% |
| 7D | -0.9% | -4.5% | +3.7% | -0.4% |
| 30D | +4.0% | -14.0% | +17.9% | +5.3% |
| 3M | +11.0% | +5.3% | +5.6% | +9.8% |
| 6M | -5.0% | +31.9% | -36.8% | -8.8% |
| YTD | -2.7% | -14.6% | +11.9% | -2.9% |
| 1Y | -8.6% | +8.2% | -16.9% | -11.5% |
| 3Y | +41.4% | -5.0% | +46.4% | +33.2% |
| 5Y | +39.9% | -24.5% | +64.4% | +26.7% |
| All | +161.9% | +986.0% | -824.1% | +65.7% |
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