-19.3%
MP vs ICE
+41.1%
-60.4%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.5% | +3.5% | +2.7% |
| 7D | +11.0% | +2.2% | +8.8% | +9.8% |
| 30D | -11.7% | +13.7% | -25.4% | -17.4% |
| 3M | -30.8% | +17.9% | -48.7% | -36.7% |
| 6M | -42.9% | +15.0% | -57.9% | -47.3% |
| YTD | -25.9% | +10.9% | -36.8% | -31.4% |
| 1Y | -37.3% | +17.0% | -54.3% | -44.2% |
| 3Y | +150.7% | +68.2% | +82.5% | +60.9% |
| 5Y | -19.3% | +40.4% | -59.7% | -42.1% |
| All | -19.3% | +41.1% | -60.4% | -42.1% |
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