+264.9%
ICE vs MET
+197.3%
+67.6%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.4% | +0.1% |
| 7D | +3.6% | +4.5% | -0.8% | +2.1% |
| 30D | +15.1% | +3.5% | +11.5% | +13.7% |
| 3M | +15.4% | +5.9% | +9.4% | +13.1% |
| 6M | +16.1% | +33.1% | -16.9% | +5.5% |
| YTD | +11.4% | +33.6% | -22.2% | +0.6% |
| 1Y | +18.5% | +32.7% | -14.2% | +7.2% |
| 3Y | +70.5% | +85.0% | -14.5% | +35.8% |
| 5Y | +40.9% | +85.6% | -44.7% | +10.6% |
| All | +264.9% | +197.3% | +67.6% | +114.1% |
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