-21.9%
MCD vs ICE
-0.7%
-21.2%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.0% | +0.5% | -0.9% |
| 7D | -2.8% | -0.7% | -2.2% | -2.6% |
| 30D | -6.0% | +7.6% | -13.6% | -8.1% |
| 3M | -5.6% | +13.9% | -19.5% | -10.5% |
| 6M | -21.9% | -2.4% | -19.5% | -23.2% |
| All | -21.9% | -0.7% | -21.2% | -23.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling