+213.7%
ICE vs MDY
+177.2%
+36.5%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.8% | +0.2% | +0.6% |
| 7D | -2.4% | -1.9% | -0.5% | -1.3% |
| 30D | +4.0% | -4.6% | +8.7% | +6.9% |
| 3M | +13.7% | -1.2% | +14.9% | +14.2% |
| 6M | +0.9% | +9.2% | -8.3% | -4.8% |
| YTD | -2.1% | +13.1% | -15.2% | -9.7% |
| 1Y | -9.5% | +13.0% | -22.5% | -16.6% |
| 3Y | +42.1% | +49.2% | -7.1% | +8.3% |
| 5Y | +41.4% | +47.2% | -5.9% | +7.4% |
| All | +213.7% | +177.2% | +36.5% | +46.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 10y: compounded portfolio wealth divided by compounded MDY 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…
10y analysis · Full analysis span regression · 6 months rolling