+22.7%
MCD vs ICE
+34.9%
-12.1%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.4% | -0.2% |
| 7D | +7.1% | +2.0% | +5.1% | +6.5% |
| 30D | +19.8% | +12.9% | +6.9% | +15.6% |
| 3M | +0.8% | +15.4% | -14.6% | -3.5% |
| 6M | -1.3% | +13.1% | -14.4% | -5.2% |
| YTD | -7.8% | +7.5% | -15.2% | -10.5% |
| 1Y | -5.0% | +18.3% | -23.3% | -10.7% |
| 3Y | +10.5% | +65.9% | -55.4% | -6.6% |
| All | +22.7% | +34.9% | -12.1% | +8.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling