-9.5%
ICE vs MKC
-23.2%
+13.6%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.4% | +0.6% | +1.0% |
| 7D | -2.4% | -1.5% | -0.9% | -2.3% |
| 30D | +4.0% | -3.1% | +7.1% | +4.1% |
| 3M | +13.7% | +5.2% | +8.5% | +13.7% |
| 6M | +0.9% | -12.8% | +13.8% | 0.0% |
| YTD | -2.1% | -23.3% | +21.2% | -3.0% |
| 1Y | -9.5% | -24.1% | +14.6% | -11.2% |
| All | -9.5% | -23.2% | +13.6% | -11.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 1y: compounded portfolio wealth divided by compounded MKC 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…
1y analysis · Full analysis span regression · 6 months rolling