+210.5%
ICE vs MET
+248.0%
-37.5%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.6% | -0.8% |
| 7D | -5.3% | -2.5% | -2.9% | -4.5% |
| 30D | +3.0% | 0.0% | +3.0% | +3.0% |
| 3M | +11.4% | +13.1% | -1.6% | +6.9% |
| 6M | -2.0% | +39.0% | -41.0% | -12.4% |
| YTD | -3.1% | +25.2% | -28.3% | -10.5% |
| 1Y | -8.4% | +25.6% | -34.0% | -15.6% |
| 3Y | +40.7% | +67.1% | -26.3% | +15.9% |
| 5Y | +40.0% | +85.1% | -45.2% | +9.6% |
| All | +210.5% | +248.0% | -37.5% | +71.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MET.
Daily Out/Under-Performance
Portfolio return minus MET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MET 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 MET 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