+65.9%
ICE vs MLM
+18.7%
+47.2%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.8% | +0.8% | -0.6% |
| 7D | +2.0% | -4.1% | +6.1% | +3.0% |
| 30D | +12.9% | +8.2% | +4.7% | +10.9% |
| 3M | +15.4% | -3.6% | +19.0% | +16.2% |
| 6M | +13.1% | -15.6% | +28.6% | +17.2% |
| YTD | +7.5% | -16.4% | +23.9% | +11.5% |
| 1Y | +18.3% | -14.3% | +32.7% | +21.8% |
| 3Y | +65.9% | +19.3% | +46.6% | +46.2% |
| All | +65.9% | +18.7% | +47.2% | +46.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling