-34.6%
MP vs ICE
+21.0%
-55.6%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +2.3% | -7.4% | -4.4% |
| 7D | -12.5% | +12.2% | -24.7% | -9.9% |
| 30D | -23.3% | +15.0% | -38.3% | -20.5% |
| 3M | -24.4% | +17.6% | -42.0% | -21.1% |
| 6M | -45.8% | +12.6% | -58.4% | -42.5% |
| YTD | -28.9% | +9.1% | -38.0% | -28.3% |
| 1Y | -34.6% | +20.6% | -55.2% | -36.4% |
| All | -34.6% | +21.0% | -55.6% | -36.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling