+1,106.2%
MPC vs ICE
+258.3%
+848.0%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.0% | +3.6% | +4.1% |
| 7D | -9.4% | +1.0% | -10.4% | -10.0% |
| 30D | -14.3% | +11.4% | -25.7% | -19.5% |
| 3M | +31.1% | +16.2% | +14.9% | +20.1% |
| 6M | +60.3% | +12.5% | +47.8% | +48.5% |
| YTD | +142.5% | +8.6% | +134.0% | +126.3% |
| 1Y | +104.6% | +18.4% | +86.2% | +80.9% |
| 3Y | +191.7% | +66.4% | +125.3% | +101.9% |
| 5Y | +549.2% | +37.2% | +512.0% | +400.0% |
| 10Y | +1,106.2% | +244.8% | +861.4% | +464.9% |
| All | +1,106.2% | +258.3% | +848.0% | +464.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling