+40.6%
ICE vs MDB
-26.9%
+67.5%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.5% | +1.3% | -1.9% |
| 7D | -1.2% | -18.0% | +16.9% | +0.5% |
| 30D | +5.0% | -10.7% | +15.7% | +5.8% |
| 3M | +13.9% | +1.0% | +12.9% | +13.3% |
| 6M | -4.4% | +31.6% | -36.0% | -7.6% |
| YTD | -1.9% | -15.2% | +13.3% | -2.0% |
| 1Y | -8.1% | +10.1% | -18.2% | -10.7% |
| 3Y | +42.5% | -5.6% | +48.1% | +35.8% |
| 5Y | +40.6% | -24.5% | +65.2% | +28.7% |
| All | +40.6% | -26.9% | +67.5% | +28.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling