+159.3%
MP vs ICE
+69.4%
+89.9%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.4% | +3.1% | +3.4% |
| 7D | +9.5% | +3.6% | +5.8% | +8.9% |
| 30D | -3.0% | +15.1% | -18.1% | -5.2% |
| 3M | -30.4% | +15.4% | -45.7% | -32.1% |
| 6M | -39.2% | +16.1% | -55.3% | -40.2% |
| YTD | -23.3% | +11.4% | -34.6% | -24.6% |
| 1Y | -32.6% | +18.5% | -51.1% | -36.1% |
| 3Y | +159.3% | +70.5% | +88.7% | +84.2% |
| All | +159.3% | +69.4% | +89.9% | +84.2% |
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