+41.3%
ICE vs MDY
+48.7%
-7.4%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.1% | +0.3% | -0.4% |
| 7D | -0.9% | -0.8% | -0.1% | -0.6% |
| 30D | +4.0% | -3.9% | +7.8% | +5.5% |
| 3M | +11.0% | 0.0% | +11.0% | +10.7% |
| 6M | -5.0% | +8.5% | -13.5% | -8.5% |
| YTD | -2.7% | +13.2% | -15.9% | -8.1% |
| 1Y | -8.6% | +15.0% | -23.6% | -14.4% |
| All | +41.3% | +48.7% | -7.4% | +15.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling