+162.6%
MDT vs ICE
+2,331.7%
-2,169.2%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.0% | +3.2% | +1.6% |
| 7D | +3.2% | -0.7% | +3.9% | +3.3% |
| 30D | +9.5% | +7.6% | +1.9% | +7.8% |
| 3M | +16.0% | +13.9% | +2.0% | +12.8% |
| 6M | +0.2% | -2.4% | +2.6% | +0.5% |
| YTD | -0.3% | +0.3% | -0.5% | -0.8% |
| 1Y | +4.7% | -6.4% | +11.1% | +5.7% |
| 3Y | +26.5% | +43.1% | -16.6% | +16.6% |
| 5Y | -18.2% | +42.1% | -60.3% | -25.0% |
| 10Y | +40.0% | +220.9% | -180.9% | +10.8% |
| All | +162.6% | +2,331.7% | -2,169.2% | +60.1% |
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