+264.9%
ICE vs MLM
+138.2%
+126.6%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.1% | +0.6% |
| 7D | +3.6% | -0.9% | +4.5% | +3.9% |
| 30D | +15.1% | +9.0% | +6.1% | +12.2% |
| 3M | +15.4% | -5.6% | +20.9% | +17.1% |
| 6M | +16.1% | -10.7% | +26.8% | +19.2% |
| YTD | +11.4% | -17.2% | +28.5% | +16.4% |
| 1Y | +18.5% | -14.2% | +32.7% | +22.5% |
| 3Y | +70.5% | +15.6% | +54.9% | +58.9% |
| 5Y | +40.9% | +26.2% | +14.7% | +25.6% |
| All | +264.9% | +138.2% | +126.6% | +156.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MLM.
Daily Out/Under-Performance
Portfolio return minus MLM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MLM 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 MLM 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