+189.1%
MDT vs ICE
+2,600.8%
-2,411.7%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.4% | +1.5% | +1.8% |
| 7D | +1.0% | +3.6% | -2.6% | +0.3% |
| 30D | +9.2% | +15.1% | -5.9% | +6.0% |
| 3M | +14.5% | +15.4% | -0.9% | +11.0% |
| 6M | +37.3% | +16.1% | +21.2% | +32.9% |
| YTD | +9.8% | +11.4% | -1.5% | +6.9% |
| 1Y | +10.5% | +18.5% | -7.9% | +6.2% |
| 3Y | +57.4% | +70.5% | -13.1% | +39.9% |
| 5Y | +1.2% | +40.9% | -39.8% | -7.2% |
| 10Y | +63.2% | +260.6% | -197.3% | +26.1% |
| All | +189.1% | +2,600.8% | -2,411.7% | +72.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling