+45.3%
MMM vs ICE
+34.9%
+10.5%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.0% | -0.4% | -1.0% |
| 7D | +6.2% | +2.0% | +4.2% | +5.5% |
| 30D | +14.2% | +12.9% | +1.3% | +9.2% |
| 3M | +2.9% | +15.4% | -12.5% | -2.6% |
| 6M | +27.6% | +13.1% | +14.5% | +21.5% |
| YTD | +17.3% | +7.5% | +9.8% | +13.1% |
| 1Y | +15.1% | +18.3% | -3.2% | +6.0% |
| 3Y | +157.1% | +65.9% | +91.2% | +103.6% |
| All | +45.3% | +34.9% | +10.5% | +17.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling