+213.7%
ICE vs MXL
+313.4%
-99.7%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +7.5% | -6.5% | +0.5% |
| 7D | -2.4% | +18.9% | -21.2% | -3.6% |
| 30D | +4.0% | +0.3% | +3.7% | +3.7% |
| 3M | +13.7% | -8.0% | +21.7% | +11.9% |
| 6M | +0.9% | +341.2% | -340.3% | -17.7% |
| YTD | -2.1% | +327.8% | -330.0% | -20.2% |
| 1Y | -9.5% | +364.9% | -374.4% | -27.4% |
| 3Y | +42.1% | +229.2% | -187.1% | +10.4% |
| 5Y | +41.4% | +42.8% | -1.4% | +19.4% |
| All | +213.7% | +313.4% | -99.7% | +86.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MXL.
Daily Out/Under-Performance
Portfolio return minus MXL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MXL 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 10y: compounded portfolio wealth divided by compounded MXL 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…
10y analysis · Full analysis span regression · 6 months rolling