+79.6%
MMM vs ICE
+245.5%
-165.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.3% | -0.9% | -0.2% |
| 7D | +7.0% | +3.2% | +3.8% | +5.7% |
| 30D | +18.4% | +12.9% | +5.5% | +12.7% |
| 3M | +4.5% | +17.5% | -13.1% | -2.4% |
| 6M | +33.4% | +14.0% | +19.4% | +25.8% |
| YTD | +20.0% | +10.0% | +9.9% | +13.8% |
| 1Y | +15.0% | +19.5% | -4.5% | +5.1% |
| 3Y | +165.0% | +66.8% | +98.2% | +108.4% |
| 5Y | +47.9% | +40.3% | +7.6% | +23.3% |
| 10Y | +79.6% | +249.7% | -170.1% | +3.3% |
| All | +79.6% | +245.5% | -165.9% | +3.3% |
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