+45.3%
ICE vs MDB
-1.4%
+46.7%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.1% | +2.1% | -1.8% |
| 7D | -0.7% | -17.4% | +16.8% | +0.2% |
| 30D | +7.6% | -2.0% | +9.6% | +7.6% |
| 3M | +13.9% | -3.0% | +16.9% | +13.8% |
| 6M | -2.4% | +48.7% | -51.0% | -4.7% |
| YTD | +0.3% | -12.1% | +12.4% | 0.0% |
| 1Y | -6.4% | +14.5% | -20.9% | -8.0% |
| All | +45.3% | -1.4% | +46.7% | +42.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling