+254.1%
MP vs ICE
+98.2%
+155.9%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.0% | +5.9% | +5.5% |
| 7D | -10.5% | +2.0% | -12.5% | -11.6% |
| 30D | -23.5% | +12.9% | -36.4% | -28.8% |
| 3M | -25.4% | +15.4% | -40.9% | -31.7% |
| 6M | -51.3% | +13.1% | -64.4% | -55.2% |
| YTD | -29.9% | +7.5% | -37.4% | -34.7% |
| 1Y | -31.8% | +18.3% | -50.2% | -40.9% |
| 3Y | +127.0% | +65.9% | +61.1% | +45.6% |
| 5Y | -3.3% | +35.2% | -38.5% | -29.1% |
| All | +254.1% | +98.2% | +155.9% | +92.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling