+37.0%
MDT vs ICE
+220.6%
-183.6%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.0% | -1.7% | -1.2% |
| 7D | -3.4% | -2.4% | -1.0% | -2.4% |
| 30D | +0.2% | +4.0% | -3.8% | -1.6% |
| 3M | +14.3% | +13.7% | +0.6% | +7.5% |
| 6M | +4.0% | +0.9% | +3.1% | +3.0% |
| YTD | -3.7% | -2.1% | -1.5% | -3.9% |
| 1Y | -0.4% | -9.5% | +9.2% | +3.0% |
| 3Y | +23.3% | +42.1% | -18.8% | +1.1% |
| 5Y | -18.9% | +41.4% | -60.3% | -34.6% |
| All | +37.0% | +220.6% | -183.6% | -18.9% |
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 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