-1.2%
ICE vs MDLN
-0.9%
-0.4%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -5.2% | +3.0% | -1.9% |
| 7D | -1.2% | -1.2% | 0.0% | -1.1% |
| 30D | +5.0% | -1.5% | +6.5% | +5.0% |
| 3M | +13.9% | +2.6% | +11.2% | +13.2% |
| 6M | -4.4% | -20.9% | +16.4% | -3.5% |
| YTD | -1.9% | -17.4% | +15.5% | -0.7% |
| All | -1.2% | -0.9% | -0.4% | +0.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MDLN.
Daily Out/Under-Performance
Portfolio return minus MDLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDLN 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 MDLN 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