+40.6%
ICE vs MXL
+200.2%
-159.5%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.0% | +2.6% | -0.4% |
| 7D | -5.3% | +16.6% | -22.0% | -5.3% |
| 30D | +3.0% | +0.5% | +2.6% | +3.0% |
| 3M | +11.4% | -3.6% | +15.1% | +10.8% |
| 6M | -2.0% | +328.0% | -330.1% | -6.5% |
| YTD | -3.1% | +297.8% | -300.9% | -7.4% |
| 1Y | -8.4% | +339.4% | -347.8% | -12.9% |
| All | +40.6% | +200.2% | -159.5% | +34.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling