+2,263.8%
ICE vs MDY
+576.3%
+1,687.5%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.7% | -1.5% | -1.5% |
| 7D | -1.2% | +1.0% | -2.2% | -2.1% |
| 30D | +5.0% | -3.1% | +8.1% | +8.1% |
| 3M | +13.9% | +1.8% | +12.0% | +11.3% |
| 6M | -4.4% | +10.8% | -15.2% | -14.3% |
| YTD | -1.9% | +14.4% | -16.4% | -15.0% |
| 1Y | -8.1% | +15.2% | -23.3% | -21.1% |
| 3Y | +42.5% | +51.2% | -8.7% | -10.0% |
| 5Y | +40.6% | +47.2% | -6.6% | -12.0% |
| 10Y | +217.1% | +171.1% | +46.0% | -10.2% |
| All | +2,263.8% | +576.3% | +1,687.5% | +131.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling