+76.3%
MMM vs ICE
+259.6%
-183.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.4% | -1.3% | -1.1% |
| 7D | -0.4% | +3.6% | -4.0% | -1.8% |
| 30D | +12.1% | +15.1% | -2.9% | +5.9% |
| 3M | +1.4% | +15.4% | -14.0% | -4.5% |
| 6M | +26.6% | +16.1% | +10.4% | +18.4% |
| YTD | +16.8% | +11.4% | +5.5% | +10.3% |
| 1Y | +10.1% | +18.5% | -8.4% | +1.1% |
| 3Y | +158.4% | +70.5% | +87.9% | +101.3% |
| 5Y | +43.1% | +40.9% | +2.2% | +19.1% |
| All | +76.3% | +259.6% | -183.3% | +0.6% |
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