+78.9%
MMM vs ICE
+241.0%
-162.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.0% | +0.9% | +1.5% |
| 7D | +5.8% | +1.0% | +4.7% | +5.4% |
| 30D | +17.9% | +11.4% | +6.5% | +12.8% |
| 3M | +3.6% | +16.2% | -12.6% | -2.8% |
| 6M | +32.9% | +12.5% | +20.4% | +26.0% |
| YTD | +19.5% | +8.6% | +10.9% | +14.0% |
| 1Y | +16.5% | +18.4% | -1.8% | +6.9% |
| 3Y | +167.2% | +66.4% | +100.7% | +110.2% |
| 5Y | +48.2% | +37.2% | +11.0% | +24.7% |
| All | +78.9% | +241.0% | -162.0% | +3.5% |
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 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