+2,316.3%
ICE vs MKC
+429.5%
+1,886.8%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.0% | -1.1% | -1.5% |
| 7D | -0.7% | -5.9% | +5.2% | +2.4% |
| 30D | +7.6% | -0.9% | +8.5% | +7.9% |
| 3M | +13.9% | +12.7% | +1.2% | +6.1% |
| 6M | -2.4% | -19.3% | +16.9% | +7.7% |
| YTD | +0.3% | -22.2% | +22.4% | +11.4% |
| 1Y | -6.4% | -23.3% | +16.9% | +4.4% |
| 3Y | +43.1% | -30.0% | +73.1% | +62.7% |
| 5Y | +42.1% | -33.8% | +75.9% | +62.4% |
| 10Y | +220.9% | +24.4% | +196.5% | +110.9% |
| All | +2,316.3% | +429.5% | +1,886.8% | +371.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling