+267.3%
MP vs ICE
+107.8%
+159.5%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.4% | -1.7% | -0.5% |
| 7D | +2.3% | +3.2% | -1.0% | +0.6% |
| 30D | -15.3% | +14.7% | -30.0% | -21.6% |
| 3M | -33.5% | +19.8% | -53.3% | -40.2% |
| 6M | -45.5% | +15.2% | -60.7% | -50.2% |
| YTD | -27.3% | +12.7% | -39.9% | -33.9% |
| 1Y | -40.7% | +20.4% | -61.1% | -48.8% |
| 3Y | +145.9% | +70.8% | +75.1% | +56.3% |
| 5Y | -13.9% | +43.9% | -57.8% | -39.1% |
| All | +267.3% | +107.8% | +159.5% | +94.4% |
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 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