+192.2%
ICE vs MDB
+892.0%
-699.9%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.6% | -3.6% | +0.6% |
| 7D | +1.0% | -0.9% | +1.9% | +1.1% |
| 30D | +11.4% | -15.2% | +26.6% | +12.8% |
| 3M | +16.2% | -17.9% | +34.1% | +17.4% |
| 6M | +12.5% | +9.3% | +3.2% | +9.5% |
| YTD | +8.6% | -22.0% | +30.6% | +8.6% |
| 1Y | +18.4% | -9.3% | +27.7% | +16.0% |
| 3Y | +66.4% | -10.4% | +76.8% | +56.8% |
| 5Y | +37.2% | -43.2% | +80.4% | +28.0% |
| All | +192.2% | +892.0% | -699.9% | +85.2% |
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