+36.6%
ICE vs MLM
+30.6%
+5.9%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.2% | +4.6% | +1.2% |
| 7D | +6.7% | -1.2% | +7.9% | +7.1% |
| 30D | +13.4% | +7.9% | +5.4% | +10.5% |
| 3M | +16.5% | -4.5% | +21.0% | +18.0% |
| 6M | +12.8% | -12.6% | +25.5% | +17.2% |
| YTD | +8.5% | -14.9% | +23.4% | +13.2% |
| 1Y | +20.6% | -13.1% | +33.7% | +24.7% |
| 3Y | +67.4% | +21.2% | +46.2% | +47.3% |
| 5Y | +36.6% | +32.0% | +4.6% | +12.4% |
| All | +36.6% | +30.6% | +5.9% | +12.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling