+196.1%
ICE vs MDB
+906.0%
-709.9%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.4% | -0.1% | +1.2% |
| 7D | +3.2% | -1.0% | +4.2% | +3.2% |
| 30D | +12.9% | -14.0% | +26.9% | +14.2% |
| 3M | +17.5% | -20.3% | +37.9% | +19.1% |
| 6M | +14.0% | +10.9% | +3.1% | +10.8% |
| YTD | +10.0% | -20.9% | +30.9% | +9.9% |
| 1Y | +19.5% | -11.2% | +30.7% | +17.5% |
| 3Y | +66.8% | -11.9% | +78.7% | +57.5% |
| 5Y | +40.3% | -40.2% | +80.5% | +30.1% |
| All | +196.1% | +906.0% | -709.9% | +87.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling