+18.5%
ICE vs MDB
-7.1%
+25.6%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.6% | +2.0% | +0.4% |
| 7D | +3.6% | +6.8% | -3.2% | +3.5% |
| 30D | +15.1% | -6.2% | +21.3% | +15.0% |
| 3M | +15.4% | -29.2% | +44.6% | +16.4% |
| 6M | +16.1% | +10.3% | +5.8% | +15.0% |
| YTD | +11.4% | -20.4% | +31.7% | +9.8% |
| 1Y | +18.5% | -4.8% | +23.3% | +18.3% |
| All | +18.5% | -7.1% | +25.6% | +18.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling