+11.0%
ICE vs MDB
+11.0%
+0.1%
-21.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.6% | -3.6% | +1.0% |
| 7D | +1.0% | -0.9% | +1.9% | +1.0% |
| 30D | +11.4% | -15.2% | +26.6% | +11.5% |
| 3M | +16.2% | -17.9% | +34.1% | +16.2% |
| All | +11.0% | +11.0% | +0.1% | +9.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling