+739.7%
ICE vs MXL
+270.5%
+469.2%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +6.0% | -8.2% | -2.7% |
| 7D | -1.2% | +15.5% | -16.6% | -2.5% |
| 30D | +5.0% | -11.3% | +16.3% | +5.6% |
| 3M | +13.9% | -16.1% | +30.0% | +12.5% |
| 6M | -4.4% | +323.0% | -327.4% | -24.6% |
| YTD | -1.9% | +281.5% | -283.4% | -22.0% |
| 1Y | -8.1% | +319.3% | -327.4% | -28.3% |
| 3Y | +42.5% | +189.4% | -146.9% | +7.8% |
| 5Y | +40.6% | +26.0% | +14.6% | +15.2% |
| 10Y | +217.1% | +243.5% | -26.4% | +100.2% |
| All | +739.7% | +270.5% | +469.2% | +376.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling