+57.7%
MMM vs ICE
+218.0%
-160.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.2% | +1.6% | +0.3% |
| 7D | -1.6% | -1.2% | -0.4% | -1.2% |
| 30D | -8.0% | +5.0% | -13.0% | -9.9% |
| 3M | +9.4% | +13.9% | -4.5% | +3.2% |
| 6M | +10.2% | -4.4% | +14.7% | +11.6% |
| YTD | +6.1% | -1.9% | +8.0% | +5.6% |
| 1Y | +10.8% | -8.1% | +18.9% | +13.4% |
| 3Y | +104.8% | +42.5% | +62.3% | +72.2% |
| 5Y | +27.0% | +40.6% | -13.6% | +5.5% |
| All | +57.7% | +218.0% | -160.4% | -2.9% |
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