+211.3%
MCD vs ICE
+258.3%
-47.0%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.0% | +0.8% | +1.3% |
| 7D | +5.9% | +1.0% | +4.9% | +5.5% |
| 30D | +19.6% | +11.4% | +8.2% | +14.3% |
| 3M | +3.3% | +16.2% | -12.9% | -3.3% |
| 6M | +3.5% | +12.5% | -9.0% | -2.0% |
| YTD | -6.1% | +8.6% | -14.7% | -10.5% |
| 1Y | -3.7% | +18.4% | -22.0% | -11.7% |
| 3Y | +13.4% | +66.4% | -53.1% | -12.2% |
| 5Y | +25.2% | +37.2% | -12.0% | +4.8% |
| 10Y | +211.3% | +244.8% | -33.6% | +87.8% |
| All | +211.3% | +258.3% | -47.0% | +87.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ICE.
Daily Out/Under-Performance
Portfolio return minus ICE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ICE 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 ICE 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