+2,515.8%
ICE vs MLM
+824.0%
+1,691.8%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.2% | +4.6% | +1.7% |
| 7D | +6.7% | -1.2% | +7.9% | +7.2% |
| 30D | +13.4% | +7.9% | +5.4% | +9.6% |
| 3M | +16.5% | -4.5% | +21.0% | +18.4% |
| 6M | +12.8% | -12.6% | +25.5% | +18.2% |
| YTD | +8.5% | -14.9% | +23.4% | +14.3% |
| 1Y | +20.6% | -13.1% | +33.7% | +25.7% |
| 3Y | +67.4% | +21.2% | +46.2% | +47.1% |
| 5Y | +36.6% | +32.0% | +4.6% | +12.8% |
| 10Y | +270.4% | +195.3% | +75.1% | +82.9% |
| All | +2,515.8% | +824.0% | +1,691.8% | +509.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling