+157.1%
MMM vs ICE
+65.6%
+91.5%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.0% | -0.4% | -1.1% |
| 7D | +6.2% | +2.0% | +4.2% | +5.6% |
| 30D | +14.2% | +12.9% | +1.3% | +10.2% |
| 3M | +2.9% | +15.4% | -12.5% | -1.6% |
| 6M | +27.6% | +13.1% | +14.5% | +23.2% |
| YTD | +17.3% | +7.5% | +9.8% | +14.4% |
| 1Y | +15.1% | +18.3% | -3.2% | +6.7% |
| 3Y | +157.1% | +65.9% | +91.2% | +113.2% |
| All | +157.1% | +65.6% | +91.5% | +113.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling