+380.9%
MMM vs ICE
+2,331.7%
-1,950.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.0% | +2.2% | +0.6% |
| 7D | -3.3% | -0.7% | -2.7% | -3.2% |
| 30D | -7.0% | +7.6% | -14.6% | -8.7% |
| 3M | +10.8% | +13.9% | -3.1% | +7.2% |
| 6M | +5.8% | -2.4% | +8.1% | +5.9% |
| YTD | +6.8% | +0.3% | +6.5% | +6.0% |
| 1Y | +10.4% | -6.4% | +16.8% | +11.3% |
| 3Y | +104.7% | +43.1% | +61.6% | +86.7% |
| 5Y | +23.6% | +42.1% | -18.6% | +12.3% |
| 10Y | +54.1% | +220.9% | -166.8% | +16.7% |
| All | +380.9% | +2,331.7% | -1,950.8% | +164.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling