+501.2%
ICE vs MTUM
+595.4%
-94.2%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.0% | +1.5% | +0.6% |
| 7D | -5.3% | +1.2% | -6.6% | -6.0% |
| 30D | +3.0% | -1.7% | +4.7% | +3.7% |
| 3M | +11.4% | -0.5% | +11.9% | +9.2% |
| 6M | -2.0% | +22.3% | -24.4% | -16.6% |
| YTD | -3.1% | +21.4% | -24.5% | -17.3% |
| 1Y | -8.4% | +20.0% | -28.4% | -21.5% |
| 3Y | +40.7% | +113.0% | -72.2% | -20.6% |
| 5Y | +40.0% | +77.3% | -37.3% | -11.2% |
| 10Y | +213.5% | +350.5% | -137.0% | -5.1% |
| All | +501.2% | +595.4% | -94.2% | +28.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MTUM.
Daily Out/Under-Performance
Portfolio return minus MTUM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTUM 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 MTUM 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