+21.6%
MCD vs ICE
+42.3%
-20.6%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.0% | +0.5% | -0.9% |
| 7D | -2.8% | -0.7% | -2.2% | -2.7% |
| 30D | -6.0% | +7.6% | -13.6% | -8.1% |
| 3M | -5.6% | +13.9% | -19.5% | -9.3% |
| 6M | -21.9% | -2.4% | -19.5% | -21.7% |
| YTD | -14.7% | +0.3% | -15.0% | -15.5% |
| 1Y | -17.3% | -6.4% | -10.8% | -16.3% |
| 3Y | -2.2% | +43.1% | -45.3% | -13.3% |
| All | +21.6% | +42.3% | -20.6% | +3.8% |
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 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