+58.1%
MP vs ICE
+42.3%
+15.9%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.0% | +3.4% | +2.4% |
| 7D | -2.9% | -0.7% | -2.2% | -2.6% |
| 30D | +13.8% | +7.6% | +6.2% | +9.5% |
| 3M | -16.7% | +13.9% | -30.6% | -22.9% |
| 6M | -11.5% | -2.4% | -9.1% | -10.7% |
| YTD | +7.9% | +0.3% | +7.7% | +5.5% |
| 1Y | -15.0% | -6.4% | -8.6% | -13.2% |
| 3Y | +153.5% | +43.1% | +110.4% | +82.7% |
| All | +58.1% | +42.3% | +15.9% | +13.1% |
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