+2,316.3%
ICE vs MLM
+801.1%
+1,515.1%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.1% | -3.2% | -2.5% |
| 7D | -0.7% | -2.9% | +2.2% | +0.5% |
| 30D | +7.6% | -6.8% | +14.4% | +10.7% |
| 3M | +13.9% | -11.2% | +25.2% | +19.1% |
| 6M | -2.4% | -21.8% | +19.5% | +7.3% |
| YTD | +0.3% | -17.0% | +17.2% | +6.9% |
| 1Y | -6.4% | -16.4% | +9.9% | -0.7% |
| 3Y | +43.1% | +14.5% | +28.6% | +28.8% |
| 5Y | +42.1% | +41.7% | +0.4% | +13.5% |
| 10Y | +220.9% | +200.0% | +20.9% | +56.3% |
| All | +2,316.3% | +801.1% | +1,515.1% | +469.5% |
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 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