+45.0%
ICE vs MLM
+41.9%
+3.0%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.1% | -3.2% | -2.4% |
| 7D | -0.7% | -2.9% | +2.2% | +0.3% |
| 30D | +7.6% | -6.8% | +14.4% | +10.0% |
| 3M | +13.9% | -11.2% | +25.2% | +17.9% |
| 6M | -2.4% | -21.8% | +19.5% | +5.3% |
| YTD | +0.3% | -17.0% | +17.2% | +5.5% |
| 1Y | -6.4% | -16.4% | +9.9% | -1.9% |
| 3Y | +43.1% | +14.5% | +28.6% | +29.2% |
| All | +45.0% | +41.9% | +3.0% | +16.8% |
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