+18.0%
ICE vs MLM
-12.5%
+30.4%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.5% | -1.5% | +0.5% |
| 7D | +1.0% | -3.8% | +4.9% | +1.8% |
| 30D | +11.4% | +11.0% | +0.4% | +9.5% |
| 3M | +16.2% | -3.1% | +19.2% | +16.5% |
| 6M | +12.5% | -9.8% | +22.3% | +14.2% |
| YTD | +8.6% | -14.4% | +22.9% | +11.8% |
| All | +18.0% | -12.5% | +30.4% | +20.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling