+213.3%
MCD vs ICE
+245.5%
-32.2%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.3% | -1.1% | -0.3% |
| 7D | +7.3% | +3.2% | +4.1% | +5.9% |
| 30D | +20.0% | +12.9% | +7.0% | +13.9% |
| 3M | +3.8% | +17.5% | -13.7% | -3.2% |
| 6M | +3.8% | +14.0% | -10.2% | -2.3% |
| YTD | -5.9% | +10.0% | -15.9% | -10.7% |
| 1Y | -3.2% | +19.5% | -22.8% | -11.7% |
| 3Y | +13.3% | +66.8% | -53.5% | -12.3% |
| 5Y | +25.2% | +40.3% | -15.1% | +3.7% |
| 10Y | +213.3% | +249.7% | -36.4% | +88.2% |
| All | +213.3% | +245.5% | -32.2% | +88.2% |
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