+70.5%
ICE vs MET
+85.6%
-15.0%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.4% | +0.1% |
| 7D | +3.6% | +4.5% | -0.8% | +2.2% |
| 30D | +15.1% | +3.5% | +11.5% | +13.8% |
| 3M | +15.4% | +5.9% | +9.4% | +13.3% |
| 6M | +16.1% | +33.1% | -16.9% | +6.6% |
| YTD | +11.4% | +33.6% | -22.2% | +1.8% |
| 1Y | +18.5% | +32.7% | -14.2% | +8.5% |
| 3Y | +70.5% | +85.0% | -14.5% | +37.7% |
| All | +70.5% | +85.6% | -15.0% | +37.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling