+237.4%
MP vs ICE
+100.2%
+137.2%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -0.5% | -5.5% | -5.8% |
| 7D | -19.0% | +6.7% | -25.7% | -21.9% |
| 30D | -30.5% | +13.4% | -43.8% | -35.3% |
| 3M | -29.6% | +16.5% | -46.1% | -35.7% |
| 6M | -50.4% | +12.8% | -63.3% | -54.4% |
| YTD | -33.2% | +8.5% | -41.8% | -38.1% |
| 1Y | -38.6% | +20.6% | -59.2% | -47.4% |
| 3Y | +105.5% | +67.4% | +38.1% | +31.3% |
| 5Y | -7.8% | +36.6% | -44.4% | -32.7% |
| All | +237.4% | +100.2% | +137.2% | +82.1% |
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 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